+118.1%
SU vs LBRT
+27.1%
+91.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -0.1% |
| 7D | -1.0% | +6.9% | -7.9% | -2.6% |
| 30D | +13.7% | +7.8% | +5.9% | +11.4% |
| 3M | +8.0% | -25.3% | +33.3% | +14.5% |
| 6M | +21.0% | -19.6% | +40.6% | +25.3% |
| YTD | +56.2% | +17.2% | +39.1% | +45.2% |
| 1Y | +72.2% | +114.1% | -41.9% | +30.0% |
| 3Y | +118.1% | +27.0% | +91.1% | +77.4% |
| All | +118.1% | +27.1% | +91.0% | +77.4% |
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