+130.9%
SOUN vs LBRT
-38.0%
+168.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.4% | -8.9% | -4.9% |
| 7D | -2.6% | -29.1% | +26.5% | +5.7% |
| 30D | -27.0% | -38.4% | +11.4% | -18.0% |
| 3M | -41.9% | -40.1% | -1.9% | -34.9% |
| 6M | -56.1% | -62.9% | +6.8% | -44.2% |
| YTD | -58.8% | -34.5% | -24.3% | -58.5% |
| 1Y | -71.1% | -30.2% | -40.9% | -71.8% |
| 3Y | +130.9% | -37.5% | +168.4% | +119.1% |
| All | +130.9% | -38.0% | +168.9% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling