+90.4%
SYK vs LBRT
+35.9%
+54.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -9.1% | +1.8% | -10.9% | -9.3% |
| 30D | -20.6% | -2.5% | -18.1% | -20.6% |
| 3M | -9.6% | -24.9% | +15.3% | -7.7% |
| 6M | -19.9% | -29.5% | +9.6% | -18.0% |
| YTD | -21.2% | +14.7% | -35.9% | -24.1% |
| 1Y | -28.4% | +91.7% | -120.1% | -35.9% |
| 3Y | -5.3% | +24.6% | -29.9% | -13.6% |
| 5Y | +6.0% | +127.7% | -121.7% | -14.2% |
| All | +90.4% | +35.9% | +54.5% | +27.4% |
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 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