+439.5%
SN vs LBRT
-20.5%
+460.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +2.0% |
| 7D | +7.2% | -29.1% | +36.3% | +11.5% |
| 30D | +20.4% | -38.4% | +58.8% | +27.5% |
| 3M | +23.9% | -40.1% | +64.0% | +31.2% |
| 6M | +93.0% | -62.9% | +155.9% | +118.9% |
| YTD | +99.2% | -34.5% | +133.8% | +97.6% |
| 1Y | +142.6% | -30.2% | +172.8% | +136.6% |
| 3Y | +398.8% | -37.5% | +436.3% | +356.9% |
| All | +439.5% | -20.5% | +460.0% | +399.6% |
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 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