-90.2%
SNDQ vs LBRT
-52.4%
-37.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +12.6% |
| 7D | -18.7% | +9.2% | -27.9% | -4.5% |
| 30D | +69.5% | -27.5% | +97.0% | +34.0% |
| 3M | +54.2% | -37.9% | +92.1% | +3.1% |
| 6M | -69.6% | -60.7% | -8.9% | -88.5% |
| All | -90.2% | -52.4% | -37.8% | -95.8% |
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