-21.5%
LBRT vs SM
+70.4%
-91.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -15.3% | +4.1% | -6.4% |
| 7D | -25.3% | -21.5% | -3.8% | -19.4% |
| 30D | -32.9% | -11.4% | -21.5% | -29.8% |
| 3M | -33.3% | +0.6% | -33.9% | -33.2% |
| 6M | -61.0% | +0.2% | -61.2% | -61.1% |
| YTD | -28.0% | +69.7% | -97.7% | -34.2% |
| 1Y | -21.5% | +71.6% | -93.1% | -28.4% |
| All | -21.5% | +70.4% | -91.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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