+4.7%
SYK vs LBRT
+138.4%
-133.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -11.8% | +10.2% | -22.0% | -12.2% |
| 30D | -20.4% | +4.9% | -25.2% | -20.6% |
| 3M | -12.1% | -21.2% | +9.2% | -11.1% |
| 6M | -24.3% | -19.9% | -4.4% | -23.9% |
| YTD | -21.2% | +20.8% | -42.0% | -23.5% |
| 1Y | -29.2% | +123.5% | -152.7% | -35.3% |
| 3Y | -2.1% | +30.9% | -33.0% | -9.1% |
| 5Y | +4.7% | +136.3% | -131.5% | -11.1% |
| All | +4.7% | +138.4% | -133.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling