-62.5%
SNAP vs LBRT
+33.5%
-96.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | +0.7% | +8.7% | -8.0% | -0.3% |
| 30D | +2.6% | +6.6% | -4.0% | +1.6% |
| 3M | -9.9% | -34.5% | +24.6% | -5.8% |
| 6M | +1.9% | -24.5% | +26.4% | +3.8% |
| YTD | -32.2% | +12.7% | -44.9% | -34.9% |
| 1Y | -22.8% | +94.8% | -117.7% | -32.1% |
| 3Y | -47.6% | +31.9% | -79.5% | -52.2% |
| 5Y | -92.7% | +111.8% | -204.5% | -93.8% |
| All | -62.5% | +33.5% | -96.0% | -70.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling