+146.5%
SAP vs LBRT
-16.4%
+162.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.1% |
| 7D | -2.5% | -1.9% | -0.6% | -2.5% |
| 30D | +7.5% | -32.0% | +39.5% | +10.1% |
| 3M | +11.6% | -39.7% | +51.3% | +15.3% |
| 6M | +37.6% | -61.1% | +98.7% | +46.5% |
| YTD | -2.0% | -29.4% | +27.4% | -2.2% |
| 1Y | -6.4% | -24.5% | +18.1% | -7.3% |
| 3Y | +67.7% | -28.1% | +95.8% | +62.1% |
| 5Y | +75.7% | +23.9% | +51.8% | +56.1% |
| All | +146.5% | -16.4% | +162.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling