-12.4%
SOUN vs LBRT
+36.6%
-49.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.5% | -3.5% |
| 7D | -4.1% | +6.9% | -11.0% | -5.8% |
| 30D | -18.1% | +7.8% | -25.9% | -20.0% |
| 3M | -12.3% | -25.3% | +13.0% | -6.8% |
| 6M | -18.6% | -19.6% | +1.0% | -17.1% |
| YTD | -34.1% | +17.2% | -51.3% | -40.7% |
| 1Y | -57.0% | +114.1% | -171.1% | -69.1% |
| 3Y | +185.7% | +27.0% | +158.6% | +135.7% |
| All | -12.4% | +36.6% | -49.0% | -11.8% |
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