-10.1%
SNPS vs LBRT
-41.2%
+31.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.7% | +8.8% | -3.1% |
| 7D | -10.2% | -34.8% | +24.6% | -5.4% |
| 30D | -12.8% | -43.6% | +30.7% | -6.7% |
| 3M | +9.9% | -41.2% | +51.1% | +16.8% |
| 6M | -12.4% | -66.1% | +53.7% | -1.6% |
| YTD | -6.3% | -37.9% | +31.6% | -2.5% |
| 1Y | +7.6% | -33.9% | +41.5% | +11.0% |
| All | -10.1% | -41.2% | +31.0% | -4.3% |
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