-26.1%
SNOW vs LBRT
+28.1%
-54.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | +5.5% | +9.2% | -3.7% | +4.2% |
| 30D | -13.2% | -27.5% | +14.4% | -9.7% |
| 3M | -13.7% | -37.9% | +24.1% | -8.8% |
| 6M | +91.0% | -60.7% | +151.7% | +112.3% |
| YTD | +32.7% | -28.5% | +61.2% | +32.9% |
| 1Y | +13.3% | -13.2% | +26.5% | +9.6% |
| 3Y | +83.4% | -28.8% | +112.1% | +75.0% |
| All | -26.1% | +28.1% | -54.2% | -36.4% |
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