+17.1%
SNPS vs LBRT
+114.2%
-97.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -11.0% | +8.3% | -19.3% | -11.9% |
| 30D | -1.7% | +6.1% | -7.9% | -2.5% |
| 3M | -20.4% | -34.8% | +14.4% | -16.8% |
| 6M | -8.6% | -24.8% | +16.2% | -6.5% |
| YTD | -16.2% | +12.2% | -28.4% | -18.6% |
| 1Y | -34.6% | +94.0% | -128.6% | -41.3% |
| 3Y | -14.5% | +31.3% | -45.7% | -21.1% |
| All | +17.1% | +114.2% | -97.1% | +2.4% |
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