-64.0%
SNAP vs LBRT
-15.3%
-48.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +6.0% | +9.2% | -3.1% | +4.9% |
| 30D | -13.8% | -27.5% | +13.8% | -10.8% |
| 3M | -0.8% | -37.9% | +37.1% | +4.3% |
| 6M | -6.2% | -60.7% | +54.5% | +3.5% |
| YTD | -34.8% | -28.5% | -6.3% | -34.3% |
| 1Y | -38.7% | -13.2% | -25.5% | -40.0% |
| 3Y | -53.5% | -28.8% | -24.7% | -54.6% |
| 5Y | -90.2% | +28.0% | -118.2% | -91.2% |
| All | -64.0% | -15.3% | -48.6% | -70.6% |
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