-7.6%
SNPS vs LBRT
-28.3%
+20.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.6% |
| 7D | +0.2% | -11.9% | +12.1% | +1.6% |
| 30D | -8.4% | -31.9% | +23.5% | -4.3% |
| 3M | +12.3% | -34.9% | +47.1% | +17.7% |
| 6M | -9.6% | -60.7% | +51.1% | -0.2% |
| YTD | -0.6% | -29.2% | +28.6% | +1.6% |
| 1Y | +18.7% | -23.6% | +42.3% | +20.1% |
| 3Y | -7.6% | -26.8% | +19.3% | -3.4% |
| All | -7.6% | -28.3% | +20.7% | -3.4% |
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 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