+177.2%
SO vs LBRT
+33.5%
+143.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -0.2% | +8.7% | -8.9% | -0.6% |
| 30D | -4.6% | +6.6% | -11.2% | -4.9% |
| 3M | -3.0% | -34.5% | +31.4% | -1.3% |
| 6M | -8.3% | -24.5% | +16.2% | -7.4% |
| YTD | +3.5% | +12.7% | -9.2% | +2.1% |
| 1Y | -0.9% | +94.8% | -95.8% | -5.7% |
| 3Y | +45.4% | +31.9% | +13.5% | +39.0% |
| 5Y | +59.6% | +111.8% | -52.2% | +45.1% |
| All | +177.2% | +33.5% | +143.7% | +107.8% |
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