+35.8%
SNPS vs LBRT
+22.2%
+13.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | -8.0% | -32.0% | +24.0% | -3.7% |
| 3M | +12.5% | -39.7% | +52.1% | +19.2% |
| 6M | -10.5% | -61.1% | +50.6% | -0.6% |
| YTD | -1.6% | -29.4% | +27.8% | +0.7% |
| 1Y | +16.8% | -24.5% | +41.3% | +18.4% |
| 3Y | -10.9% | -28.1% | +17.2% | -11.8% |
| 5Y | +35.8% | +23.9% | +11.9% | +24.1% |
| All | +35.8% | +22.2% | +13.5% | +24.1% |
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