+33.5%
LBRT vs SFM
+232.0%
-198.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +8.7% | -0.1% | +8.8% | +8.7% |
| 30D | +6.6% | -4.4% | +11.0% | +7.2% |
| 3M | -34.5% | +1.5% | -36.0% | -35.1% |
| 6M | -24.5% | +6.5% | -31.0% | -26.3% |
| YTD | +12.7% | +2.2% | +10.6% | +10.5% |
| 1Y | +94.8% | -41.9% | +136.7% | +111.4% |
| 3Y | +31.9% | +106.8% | -74.9% | +6.3% |
| 5Y | +111.8% | +231.6% | -119.7% | +47.0% |
| All | +33.5% | +232.0% | -198.5% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling