+8.6%
SNOW vs LBRT
+41.6%
-33.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +1.8% |
| 7D | -9.9% | -29.1% | +19.3% | -6.7% |
| 30D | -17.1% | -38.4% | +21.3% | -13.0% |
| 3M | -13.2% | -40.1% | +26.8% | -8.9% |
| 6M | +97.4% | -62.9% | +160.3% | +115.9% |
| YTD | +25.8% | -34.5% | +60.3% | +27.7% |
| 1Y | +4.2% | -30.2% | +34.4% | +4.8% |
| 3Y | +91.3% | -37.5% | +128.8% | +88.1% |
| 5Y | -24.4% | +7.6% | -32.0% | -29.3% |
| All | +8.6% | +41.6% | -33.0% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling