+28.1%
SOFI vs LBRT
+31.5%
-3.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -2.6% | +13.8% | -16.4% | -5.5% |
| 30D | +2.6% | -32.4% | +35.0% | +11.2% |
| 3M | -12.9% | -39.9% | +27.0% | -3.5% |
| 6M | -1.7% | -60.8% | +59.1% | +18.6% |
| YTD | -40.3% | -29.3% | -11.0% | -39.2% |
| 1Y | -51.5% | -18.9% | -32.6% | -52.3% |
| 3Y | +125.2% | -28.0% | +153.2% | +118.3% |
| 5Y | -31.3% | +26.6% | -57.9% | -40.7% |
| All | +28.1% | +31.5% | -3.4% | +11.4% |
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