-22.5%
LBRT vs SFM
+100.2%
-122.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.2% | +6.0% |
| 7D | -29.1% | -1.2% | -27.9% | -29.3% |
| 30D | -38.4% | -24.8% | -13.6% | -36.6% |
| 3M | -40.1% | -43.7% | +3.6% | -35.7% |
| 6M | -62.9% | -37.3% | -25.6% | -61.2% |
| YTD | -34.5% | -38.4% | +3.8% | -31.8% |
| 1Y | -30.2% | -36.9% | +6.7% | -27.8% |
| 3Y | -37.5% | +20.7% | -58.1% | -45.9% |
| 5Y | +7.6% | +103.5% | -95.9% | -20.8% |
| All | -22.5% | +100.2% | -122.7% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling