+49.3%
SOFI vs LBRT
+109.6%
-60.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.9% |
| 7D | +0.9% | +8.7% | -7.8% | -1.1% |
| 30D | -0.2% | +6.6% | -6.8% | -1.9% |
| 3M | +6.2% | -34.5% | +40.7% | +15.5% |
| 6M | -2.6% | -24.5% | +21.9% | +0.9% |
| YTD | -30.4% | +12.7% | -43.1% | -35.5% |
| 1Y | -28.2% | +94.8% | -123.1% | -43.4% |
| 3Y | +107.3% | +31.9% | +75.4% | +78.0% |
| 5Y | +20.2% | +111.8% | -91.6% | -5.7% |
| All | +49.3% | +109.6% | -60.3% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling