+432.7%
SN vs LBRT
-14.1%
+446.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | +1.4% | +13.8% | -12.4% | -0.3% |
| 30D | +16.6% | -32.4% | +49.0% | +21.9% |
| 3M | +18.3% | -39.9% | +58.2% | +25.4% |
| 6M | +103.1% | -60.8% | +163.9% | +129.0% |
| YTD | +96.7% | -29.3% | +126.0% | +93.2% |
| 1Y | +134.3% | -18.9% | +153.2% | +122.8% |
| 3Y | +425.2% | -28.0% | +453.2% | +377.1% |
| All | +432.7% | -14.1% | +446.8% | +388.3% |
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