-48.4%
SOUN vs LBRT
-20.3%
-28.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.6% |
| 7D | -6.1% | -15.7% | +9.6% | -2.8% |
| 30D | -28.2% | -34.3% | +6.1% | -21.3% |
| 3M | -48.1% | -40.6% | -7.5% | -42.0% |
| 6M | -56.4% | -62.0% | +5.6% | -46.0% |
| YTD | -61.2% | -31.6% | -29.6% | -60.7% |
| 1Y | -73.1% | -25.8% | -47.4% | -73.6% |
| 3Y | +116.2% | -30.4% | +146.6% | +103.7% |
| All | -48.4% | -20.3% | -28.1% | -41.5% |
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 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