-90.8%
SNAP vs LBRT
+16.1%
-106.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +0.4% |
| 7D | -7.3% | -11.9% | +4.6% | -5.6% |
| 30D | -18.9% | -31.9% | +13.0% | -14.1% |
| 3M | -5.3% | -34.9% | +29.6% | +0.5% |
| 6M | -16.9% | -60.7% | +43.7% | -4.3% |
| YTD | -37.4% | -29.2% | -8.2% | -37.7% |
| 1Y | -38.5% | -23.6% | -14.9% | -40.1% |
| 3Y | -55.1% | -26.8% | -28.2% | -58.4% |
| 5Y | -90.8% | +16.3% | -107.1% | -92.5% |
| All | -90.8% | +16.1% | -106.9% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling