-24.3%
SOFI vs LBRT
+16.1%
-40.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +1.3% |
| 7D | +0.9% | -11.9% | +12.8% | +3.7% |
| 30D | +6.0% | -31.9% | +38.0% | +15.6% |
| 3M | -8.9% | -34.9% | +26.0% | -0.3% |
| 6M | +6.3% | -60.7% | +67.0% | +30.4% |
| YTD | -36.0% | -29.2% | -6.8% | -35.1% |
| 1Y | -40.6% | -23.6% | -17.0% | -41.3% |
| 3Y | +144.5% | -26.8% | +171.4% | +133.5% |
| 5Y | -24.3% | +16.3% | -40.7% | -33.3% |
| All | -24.3% | +16.1% | -40.5% | -33.3% |
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