+319.5%
SN vs LBRT
+36.2%
+283.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.2% |
| 7D | -9.3% | +8.3% | -17.6% | -10.5% |
| 30D | -4.8% | +6.1% | -10.9% | -5.9% |
| 3M | +40.4% | -34.8% | +75.2% | +49.0% |
| 6M | +50.9% | -24.8% | +75.8% | +54.2% |
| YTD | +54.9% | +12.2% | +42.7% | +44.3% |
| 1Y | +43.0% | +94.0% | -51.0% | +14.9% |
| 3Y | +391.8% | +31.3% | +360.6% | +335.9% |
| All | +319.5% | +36.2% | +283.3% | +264.7% |
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