-66.0%
SNAP vs LBRT
-22.5%
-43.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -7.9% | -3.2% |
| 7D | -7.1% | -29.1% | +22.0% | -3.4% |
| 30D | -14.6% | -38.4% | +23.8% | -9.9% |
| 3M | -5.0% | -40.1% | +35.1% | +0.2% |
| 6M | -18.8% | -62.9% | +44.1% | -9.8% |
| YTD | -38.5% | -34.5% | -4.0% | -37.4% |
| 1Y | -38.1% | -30.2% | -7.9% | -37.6% |
| 3Y | -53.8% | -37.5% | -16.3% | -54.2% |
| 5Y | -90.7% | +7.6% | -98.3% | -91.5% |
| All | -66.0% | -22.5% | -43.6% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling