+88.2%
SNOW vs LBRT
-27.9%
+116.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +10.8% | +13.8% | -3.0% | +8.9% |
| 30D | -16.5% | -32.4% | +15.9% | -12.6% |
| 3M | -10.1% | -39.9% | +29.8% | -4.9% |
| 6M | +96.5% | -60.8% | +157.4% | +117.4% |
| YTD | +36.2% | -29.3% | +65.4% | +34.8% |
| 1Y | +10.7% | -18.9% | +29.6% | +6.4% |
| All | +88.2% | -27.9% | +116.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling