+4.9%
SO vs LBRT
-31.1%
+36.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.4% | -0.9% |
| 7D | -1.5% | -29.1% | +27.7% | -2.5% |
| 30D | +8.1% | -38.4% | +46.5% | +6.7% |
| 3M | +0.2% | -40.1% | +40.3% | -1.0% |
| 6M | +0.4% | -62.9% | +63.3% | -1.3% |
| YTD | +8.5% | -34.5% | +43.0% | +7.7% |
| 1Y | +4.9% | -30.2% | +35.1% | +4.9% |
| All | +4.9% | -31.1% | +36.1% | +4.9% |
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