+7.9%
SNOW vs LBRT
+115.1%
-107.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | +2.8% | +8.7% | -5.9% | +1.8% |
| 30D | +6.4% | +6.6% | -0.2% | +5.5% |
| 3M | +38.1% | -34.5% | +72.6% | +44.1% |
| 6M | +100.4% | -24.5% | +124.9% | +103.6% |
| YTD | +53.7% | +12.7% | +41.0% | +46.5% |
| 1Y | +52.0% | +94.8% | -42.9% | +31.7% |
| 3Y | +114.7% | +31.9% | +82.8% | +91.0% |
| All | +7.9% | +115.1% | -107.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling