+425.4%
SN vs LBRT
-24.6%
+450.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | +0.7% |
| 7D | +3.8% | -34.8% | +38.6% | +9.2% |
| 30D | +17.5% | -43.6% | +61.1% | +25.9% |
| 3M | +19.2% | -41.2% | +60.5% | +26.4% |
| 6M | +84.9% | -66.1% | +151.0% | +112.5% |
| YTD | +94.0% | -37.9% | +131.9% | +93.8% |
| 1Y | +151.3% | -33.9% | +185.2% | +146.8% |
| 3Y | +387.1% | -40.9% | +427.9% | +349.1% |
| All | +425.4% | -24.6% | +450.0% | +389.8% |
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