+125.2%
SU vs LBRT
-30.4%
+155.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.2% |
| 7D | -10.2% | -15.7% | +5.5% | -7.0% |
| 30D | -6.2% | -34.3% | +28.1% | +2.3% |
| 3M | +8.7% | -40.6% | +49.3% | +20.8% |
| 6M | +7.2% | -62.0% | +69.2% | +31.2% |
| YTD | +55.9% | -31.6% | +87.5% | +62.5% |
| 1Y | +60.4% | -25.8% | +86.2% | +62.9% |
| 3Y | +125.2% | -30.4% | +155.6% | +117.2% |
| All | +125.2% | -30.4% | +155.6% | +117.2% |
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