+404.4%
SNXX vs LBRT
-1.1%
+405.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.9% | -2.1% | -2.0% |
| 7D | +16.8% | +2.3% | +14.5% | +14.4% |
| 30D | +65.3% | -2.9% | +68.2% | +72.3% |
| 3M | -34.8% | -26.1% | -8.6% | -13.9% |
| 6M | +255.1% | -26.2% | +281.3% | +369.0% |
| All | +404.4% | -1.1% | +405.5% | +442.7% |
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