-5.3%
SYK vs LBRT
-25.0%
+19.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.2% | +20.6% | +7.5% |
| 7D | +11.7% | -25.3% | +37.1% | +7.5% |
| 30D | +19.1% | -32.9% | +52.0% | +13.4% |
| 3M | +1.4% | -33.3% | +34.7% | -3.2% |
| 6M | +17.4% | -61.0% | +78.4% | +8.2% |
| YTD | -2.5% | -28.0% | +25.5% | -7.1% |
| 1Y | -5.3% | -21.5% | +16.2% | -8.6% |
| All | -5.3% | -25.0% | +19.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling