+32.8%
SNOW vs LBRT
+143.8%
-111.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | +2.8% | +8.7% | -5.9% | +1.9% |
| 30D | +6.4% | +6.6% | -0.2% | +5.7% |
| 3M | +38.1% | -34.5% | +72.6% | +43.1% |
| 6M | +100.4% | -24.5% | +124.9% | +103.2% |
| YTD | +53.7% | +12.7% | +41.0% | +48.1% |
| 1Y | +52.0% | +94.8% | -42.9% | +35.8% |
| 3Y | +114.7% | +31.9% | +82.8% | +96.3% |
| 5Y | +8.8% | +111.8% | -103.1% | -4.4% |
| All | +32.8% | +143.8% | -111.0% | +21.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling