+455.3%
SN vs LBRT
-14.1%
+469.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.9% |
| 7D | +7.6% | -11.9% | +19.6% | +9.0% |
| 30D | +24.1% | -31.9% | +56.0% | +29.7% |
| 3M | +23.7% | -34.9% | +58.6% | +29.6% |
| 6M | +105.5% | -60.7% | +166.2% | +131.6% |
| YTD | +105.1% | -29.2% | +134.3% | +101.4% |
| 1Y | +148.3% | -23.6% | +171.9% | +139.0% |
| 3Y | +438.7% | -26.8% | +465.5% | +389.5% |
| All | +455.3% | -14.1% | +469.4% | +409.1% |
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