+75.4%
SOUN vs LBRT
-27.1%
+102.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.3% |
| 7D | -15.1% | +9.2% | -24.3% | -17.1% |
| 30D | -23.0% | -27.5% | +4.6% | -17.2% |
| 3M | -53.3% | -37.9% | -15.5% | -48.0% |
| 6M | -58.6% | -60.7% | +2.2% | -48.0% |
| YTD | -65.0% | -28.5% | -36.5% | -65.6% |
| 1Y | -71.4% | -13.2% | -58.2% | -74.1% |
| 3Y | +75.4% | -28.8% | +104.2% | +55.6% |
| All | +75.4% | -27.1% | +102.5% | +55.6% |
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