+62.6%
SYY vs LBRT
+38.7%
+23.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | -2.8% | +6.9% | -9.7% | -3.8% |
| 30D | -5.3% | +7.8% | -13.1% | -6.5% |
| 3M | +5.1% | -25.3% | +30.3% | +8.6% |
| 6M | -5.0% | -19.6% | +14.6% | -3.7% |
| YTD | +10.7% | +17.2% | -6.5% | +5.2% |
| 1Y | +0.7% | +114.1% | -113.4% | -14.7% |
| 3Y | +24.0% | +27.0% | -3.0% | +10.0% |
| 5Y | +19.3% | +128.3% | -109.0% | -10.6% |
| All | +62.6% | +38.7% | +23.8% | -7.9% |
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