-90.4%
SNAP vs LBRT
+1.0%
-91.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -13.7% | -0.3% | -11.7% |
| 7D | -10.4% | -34.8% | +24.4% | -4.0% |
| 30D | -11.9% | -43.6% | +31.7% | -3.6% |
| 3M | -4.5% | -41.2% | +36.7% | +3.1% |
| 6M | -16.7% | -66.1% | +49.4% | -1.5% |
| YTD | -36.9% | -37.9% | +0.9% | -35.8% |
| 1Y | -30.3% | -33.9% | +3.6% | -30.3% |
| 3Y | -52.5% | -40.9% | -11.7% | -54.3% |
| 5Y | -90.4% | +2.1% | -92.5% | -92.2% |
| All | -90.4% | +1.0% | -91.4% | -92.2% |
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