+447.8%
SN vs LBRT
-13.2%
+461.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.7% |
| 7D | +1.5% | +9.2% | -7.7% | +0.4% |
| 30D | +21.5% | -27.5% | +49.0% | +25.8% |
| 3M | +20.0% | -37.9% | +57.9% | +26.7% |
| 6M | +119.9% | -60.7% | +180.6% | +148.0% |
| YTD | +102.3% | -28.5% | +130.8% | +98.4% |
| 1Y | +148.0% | -13.2% | +161.2% | +132.6% |
| 3Y | +450.0% | -28.8% | +478.8% | +398.5% |
| All | +447.8% | -13.2% | +461.0% | +401.5% |
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 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