+195.2%
SO vs LBRT
-16.4%
+211.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | +0.8% | -1.9% | +2.7% | +0.8% |
| 30D | +7.8% | -32.0% | +39.8% | +9.5% |
| 3M | +2.9% | -39.7% | +42.6% | +5.1% |
| 6M | +2.5% | -61.1% | +63.6% | +6.6% |
| YTD | +10.3% | -29.4% | +39.6% | +10.8% |
| 1Y | +6.4% | -24.5% | +30.8% | +6.4% |
| 3Y | +52.8% | -28.1% | +80.9% | +50.6% |
| 5Y | +78.7% | +23.9% | +54.8% | +66.8% |
| All | +195.2% | -16.4% | +211.6% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling