+402.1%
SNPS vs LBRT
-22.5%
+424.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.8% |
| 7D | -3.7% | -29.1% | +25.5% | -0.5% |
| 30D | -10.4% | -38.4% | +28.0% | -6.2% |
| 3M | +11.0% | -40.1% | +51.0% | +16.3% |
| 6M | -10.7% | -62.9% | +52.2% | -2.5% |
| YTD | -4.1% | -34.5% | +30.4% | -1.4% |
| 1Y | +13.7% | -30.2% | +43.9% | +16.1% |
| 3Y | -8.1% | -37.5% | +29.4% | -7.5% |
| 5Y | +32.2% | +7.6% | +24.6% | +24.3% |
| All | +402.1% | -22.5% | +424.6% | +313.5% |
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