-47.9%
SOUN vs LBRT
-17.7%
-30.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | +0.2% |
| 7D | -9.5% | -1.9% | -7.6% | -9.4% |
| 30D | -21.3% | -32.0% | +10.7% | -14.4% |
| 3M | -47.2% | -39.7% | -7.6% | -41.2% |
| 6M | -53.7% | -61.1% | +7.4% | -42.9% |
| YTD | -60.8% | -29.4% | -31.4% | -60.6% |
| 1Y | -70.9% | -24.5% | -46.4% | -71.5% |
| 3Y | +118.4% | -28.1% | +146.5% | +104.2% |
| All | -47.9% | -17.7% | -30.2% | -41.3% |
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 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