+29.8%
SNOW vs LBRT
+145.8%
-115.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | 0.0% |
| 7D | -7.5% | +2.3% | -9.8% | -7.8% |
| 30D | -1.3% | -2.9% | +1.6% | -1.1% |
| 3M | +37.4% | -26.1% | +63.6% | +40.7% |
| 6M | +88.1% | -26.2% | +114.2% | +91.2% |
| YTD | +50.3% | +13.7% | +36.7% | +44.6% |
| 1Y | +46.0% | +93.6% | -47.6% | +30.6% |
| 3Y | +98.7% | +23.2% | +75.5% | +82.8% |
| 5Y | +3.5% | +125.5% | -122.0% | -9.3% |
| All | +29.8% | +145.8% | -115.9% | +18.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling