+56.4%
SAP vs LBRT
+114.2%
-57.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -2.9% | +8.3% | -11.2% | -3.2% |
| 30D | +9.0% | +6.1% | +2.9% | +8.7% |
| 3M | +14.9% | -34.8% | +49.7% | +17.0% |
| 6M | +11.9% | -24.8% | +36.7% | +12.7% |
| YTD | -9.9% | +12.2% | -22.1% | -12.3% |
| 1Y | -19.5% | +94.0% | -113.5% | -26.0% |
| 3Y | +61.8% | +31.3% | +30.5% | +50.7% |
| All | +56.4% | +114.2% | -57.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling