+144.5%
SOFI vs LBRT
-28.3%
+172.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +1.1% |
| 7D | +0.9% | -11.9% | +12.8% | +3.9% |
| 30D | +6.0% | -31.9% | +38.0% | +16.5% |
| 3M | -8.9% | -34.9% | +26.0% | +0.5% |
| 6M | +6.3% | -60.7% | +67.0% | +33.5% |
| YTD | -36.0% | -29.2% | -6.8% | -36.4% |
| 1Y | -40.6% | -23.6% | -17.0% | -43.0% |
| 3Y | +144.5% | -26.8% | +171.4% | +138.9% |
| All | +144.5% | -28.3% | +172.8% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling