+16.4%
SOFI vs LBRT
+116.2%
-99.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.1% |
| 7D | +5.6% | +6.9% | -1.3% | +3.8% |
| 30D | -2.0% | +7.8% | -9.8% | -4.2% |
| 3M | +9.2% | -25.3% | +34.4% | +15.6% |
| 6M | -4.7% | -19.6% | +14.9% | -2.8% |
| YTD | -31.2% | +17.2% | -48.4% | -37.6% |
| 1Y | -30.6% | +114.1% | -144.7% | -48.6% |
| 3Y | +110.6% | +27.0% | +83.6% | +77.8% |
| 5Y | +16.4% | +128.3% | -111.9% | -13.5% |
| All | +16.4% | +116.2% | -99.8% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling