+30.5%
SNOW vs LBRT
+161.2%
-130.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | +8.4% | +10.2% | -1.8% | +7.3% |
| 30D | -1.0% | +4.9% | -5.8% | -1.5% |
| 3M | +38.3% | -21.2% | +59.5% | +40.7% |
| 6M | +81.3% | -19.9% | +101.2% | +82.8% |
| YTD | +51.1% | +20.8% | +30.3% | +44.5% |
| 1Y | +47.0% | +123.5% | -76.6% | +29.3% |
| 3Y | +99.7% | +30.9% | +68.8% | +82.7% |
| 5Y | +3.6% | +136.3% | -132.7% | -9.7% |
| All | +30.5% | +161.2% | -130.6% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling