+75.1%
SAP vs LBRT
-38.0%
+113.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -4.0% |
| 7D | -0.7% | -29.1% | +28.5% | -1.4% |
| 30D | +11.1% | -38.4% | +49.5% | +10.1% |
| 3M | +17.0% | -40.1% | +57.1% | +15.9% |
| 6M | +34.8% | -62.9% | +97.7% | +34.0% |
| YTD | -2.2% | -34.5% | +32.3% | -5.1% |
| 1Y | -6.4% | -30.2% | +23.8% | -9.7% |
| 3Y | +75.1% | -37.5% | +112.6% | +66.7% |
| All | +75.1% | -38.0% | +113.1% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling