-28.4%
SNDU vs LBRT
-55.4%
+27.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +1.1% | -12.5% | -12.8% |
| 7D | +9.0% | +9.2% | -0.2% | -1.3% |
| 30D | -67.4% | -27.5% | -39.9% | -48.8% |
| 3M | -75.6% | -37.9% | -37.7% | -54.9% |
| 6M | -84.0% | -60.7% | -23.3% | -61.0% |
| All | -28.4% | -55.4% | +27.0% | +80.2% |
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