+66.7%
SNXX vs LBRT
-37.3%
+104.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -11.2% | -4.5% | -3.8% |
| 7D | -47.8% | -25.3% | -22.5% | -27.7% |
| 30D | -66.0% | -32.9% | -33.1% | -47.4% |
| 3M | -57.5% | -33.3% | -24.2% | -33.6% |
| 6M | -66.7% | -61.0% | -5.8% | -19.1% |
| All | +66.7% | -37.3% | +104.0% | +191.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling