+156.3%
SU vs LBRT
-15.3%
+171.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +1.7% | +9.2% | -7.5% | -1.3% |
| 30D | -7.9% | -27.5% | +19.7% | +1.0% |
| 3M | +7.5% | -37.9% | +45.4% | +23.0% |
| 6M | +7.2% | -60.7% | +67.9% | +39.6% |
| YTD | +60.9% | -28.5% | +89.4% | +68.5% |
| 1Y | +63.6% | -13.2% | +76.9% | +59.6% |
| 3Y | +128.9% | -28.8% | +157.7% | +120.5% |
| 5Y | +228.3% | +28.0% | +200.3% | +149.2% |
| All | +156.3% | -15.3% | +171.6% | +63.3% |
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