+156.4%
SAP vs LBRT
-26.4%
+182.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.1% | +2.4% |
| 7D | +4.0% | -34.8% | +38.8% | +7.1% |
| 30D | +15.7% | -43.6% | +59.3% | +20.3% |
| 3M | +23.4% | -41.2% | +64.6% | +27.6% |
| 6M | +41.3% | -66.1% | +107.3% | +51.9% |
| YTD | +2.0% | -37.9% | +39.9% | +2.8% |
| 1Y | -5.1% | -33.9% | +28.8% | -5.1% |
| 3Y | +82.1% | -40.9% | +123.0% | +79.0% |
| 5Y | +77.2% | +2.1% | +75.0% | +60.0% |
| All | +156.4% | -26.4% | +182.8% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling