-47.7%
SNAP vs LBRT
+25.4%
-73.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.2% |
| 7D | +0.7% | +8.3% | -7.5% | -0.5% |
| 30D | +2.6% | +6.1% | -3.5% | +1.4% |
| 3M | -9.9% | -34.8% | +24.9% | -4.3% |
| 6M | +1.9% | -24.8% | +26.7% | +4.1% |
| YTD | -32.2% | +12.2% | -44.4% | -37.5% |
| 1Y | -22.8% | +94.0% | -116.8% | -40.0% |
| All | -47.7% | +25.4% | -73.1% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling