+68.4%
SAP vs LBRT
-27.1%
+95.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +0.6% | +9.2% | -8.6% | +0.9% |
| 30D | +6.5% | -27.5% | +34.1% | +6.0% |
| 3M | +12.2% | -37.9% | +50.1% | +11.4% |
| 6M | +46.1% | -60.7% | +106.8% | +45.6% |
| YTD | -1.6% | -28.5% | +26.9% | -4.3% |
| 1Y | -5.1% | -13.2% | +8.1% | -9.0% |
| 3Y | +68.4% | -28.8% | +97.1% | +60.0% |
| All | +68.4% | -27.1% | +95.4% | +60.0% |
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