+16.5%
SNOW vs LBRT
+47.9%
-31.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.0% |
| 7D | +0.2% | -15.7% | +15.9% | +2.0% |
| 30D | -19.8% | -34.3% | +14.4% | -16.4% |
| 3M | -11.6% | -40.6% | +29.0% | -7.1% |
| 6M | +94.0% | -62.0% | +156.0% | +111.7% |
| YTD | +34.8% | -31.6% | +66.5% | +36.3% |
| 1Y | +10.1% | -25.8% | +35.9% | +10.0% |
| 3Y | +84.4% | -30.4% | +114.8% | +79.6% |
| 5Y | -18.1% | +18.7% | -36.8% | -23.9% |
| All | +16.5% | +47.9% | -31.4% | +12.0% |
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