+57.8%
SYY vs LBRT
-16.4%
+74.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -2.2% | -32.0% | +29.8% | +2.6% |
| 3M | -8.0% | -39.7% | +31.6% | -2.1% |
| 6M | +7.5% | -61.1% | +68.6% | +20.9% |
| YTD | +7.4% | -29.4% | +36.8% | +8.9% |
| 1Y | +4.9% | -24.5% | +29.3% | +4.8% |
| 3Y | +24.1% | -28.1% | +52.2% | +19.0% |
| 5Y | +13.4% | +23.9% | -10.5% | -6.7% |
| All | +57.8% | -16.4% | +74.2% | -4.6% |
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 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