+153.0%
SU vs LBRT
+43.0%
+110.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.7% |
| 7D | +1.6% | +10.2% | -8.6% | -1.6% |
| 30D | +10.7% | +4.9% | +5.9% | +8.7% |
| 3M | +13.5% | -21.2% | +34.7% | +19.9% |
| 6M | +21.8% | -19.9% | +41.8% | +27.2% |
| YTD | +58.8% | +20.8% | +38.1% | +42.7% |
| 1Y | +72.0% | +123.5% | -51.5% | +21.0% |
| 3Y | +121.7% | +30.9% | +90.8% | +77.6% |
| 5Y | +350.4% | +136.3% | +214.1% | +182.7% |
| All | +153.0% | +43.0% | +110.0% | +38.3% |
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