-65.1%
SNAP vs LBRT
-26.4%
-38.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -13.7% | -0.3% | -12.4% |
| 7D | -10.4% | -34.8% | +24.4% | -5.9% |
| 30D | -11.9% | -43.6% | +31.7% | -6.0% |
| 3M | -4.5% | -41.2% | +36.7% | +1.0% |
| 6M | -16.7% | -66.1% | +49.4% | -6.4% |
| YTD | -36.9% | -37.9% | +0.9% | -35.3% |
| 1Y | -30.3% | -33.9% | +3.6% | -29.3% |
| 3Y | -52.5% | -40.9% | -11.7% | -52.6% |
| 5Y | -90.4% | +2.1% | -92.5% | -91.2% |
| All | -65.1% | -26.4% | -38.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling