-20.7%
SNAP vs LBRT
-25.0%
+4.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -11.2% | +17.1% | +4.8% |
| 7D | -0.7% | -25.3% | +24.7% | -2.9% |
| 30D | +5.5% | -32.9% | +38.4% | +2.5% |
| 3M | +2.2% | -33.3% | +35.6% | -0.6% |
| 6M | -4.1% | -61.0% | +56.9% | -12.4% |
| YTD | -26.6% | -28.0% | +1.4% | -29.3% |
| 1Y | -20.7% | -21.5% | +0.8% | -22.4% |
| All | -20.7% | -25.0% | +4.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling