+109.4%
SYK vs LBRT
+33.5%
+76.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -8.3% | +8.7% | -17.1% | -9.1% |
| 30D | -10.1% | +6.6% | -16.7% | -10.8% |
| 3M | +0.9% | -34.5% | +35.4% | +4.6% |
| 6M | -20.2% | -24.5% | +4.3% | -18.9% |
| YTD | -13.3% | +12.7% | -26.0% | -16.3% |
| 1Y | -22.3% | +94.8% | -117.2% | -30.6% |
| 3Y | +9.7% | +31.9% | -22.1% | -0.6% |
| 5Y | +15.4% | +111.8% | -96.4% | -5.7% |
| All | +109.4% | +33.5% | +76.0% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling