+390.8%
SNPS vs LBRT
-26.4%
+417.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.7% | +8.8% | -3.5% |
| 7D | -10.2% | -34.8% | +24.6% | -6.4% |
| 30D | -12.8% | -43.6% | +30.7% | -7.9% |
| 3M | +9.9% | -41.2% | +51.1% | +15.4% |
| 6M | -12.4% | -66.1% | +53.7% | -3.5% |
| YTD | -6.3% | -37.9% | +31.6% | -3.1% |
| 1Y | +7.6% | -33.9% | +41.5% | +10.4% |
| 3Y | -9.8% | -40.9% | +31.1% | -8.7% |
| 5Y | +29.2% | +2.1% | +27.1% | +22.2% |
| All | +390.8% | -26.4% | +417.2% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling