+114.1%
LBRT vs SFM
-45.2%
+159.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.5% | +10.4% | +3.4% |
| 7D | +6.9% | -5.8% | +12.8% | +6.4% |
| 30D | +7.8% | -11.4% | +19.2% | +6.9% |
| 3M | -25.3% | -12.2% | -13.1% | -25.8% |
| 6M | -19.6% | -5.2% | -14.4% | -19.5% |
| YTD | +17.2% | -4.5% | +21.6% | +17.4% |
| 1Y | +114.1% | -45.4% | +159.5% | +138.3% |
| All | +114.1% | -45.2% | +159.3% | +138.3% |
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