+63.0%
SYY vs LBRT
+33.5%
+29.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -2.3% | +8.3% | -10.6% | -3.5% |
| 30D | -4.9% | +6.1% | -11.1% | -6.0% |
| 3M | +8.4% | -34.8% | +43.1% | +14.2% |
| 6M | -7.4% | -24.8% | +17.5% | -5.1% |
| YTD | +11.0% | +12.2% | -1.2% | +6.2% |
| 1Y | -0.2% | +94.0% | -94.2% | -14.1% |
| 3Y | +23.8% | +31.3% | -7.5% | +8.9% |
| 5Y | +18.1% | +111.8% | -93.7% | -10.3% |
| All | +63.0% | +33.5% | +29.5% | -7.1% |
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 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