-21.5%
LBRT vs SFM
-35.8%
+14.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.6% | -14.8% | -10.4% |
| 7D | -25.3% | -12.3% | -13.1% | -25.7% |
| 30D | -32.9% | -16.2% | -16.7% | -33.7% |
| 3M | -33.3% | -36.8% | +3.5% | -36.6% |
| 6M | -61.0% | -32.6% | -28.4% | -62.4% |
| YTD | -28.0% | -31.7% | +3.7% | -30.8% |
| 1Y | -21.5% | -35.0% | +13.5% | -25.5% |
| All | -21.5% | -35.8% | +14.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling