-40.8%
SOFI vs LBRT
-25.0%
-15.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.2% | +14.8% | +4.5% |
| 7D | +1.4% | -25.3% | +26.7% | +3.7% |
| 30D | +9.2% | -32.9% | +42.0% | +12.3% |
| 3M | -7.1% | -33.3% | +26.3% | -4.6% |
| 6M | +7.3% | -61.0% | +68.2% | +13.6% |
| YTD | -33.6% | -28.0% | -5.6% | -40.4% |
| 1Y | -40.8% | -21.5% | -19.3% | -50.8% |
| All | -40.8% | -25.0% | -15.8% | -50.8% |
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 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