+33.5%
LBRT vs SM
+52.2%
-18.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | +6.6% | +26.3% | -19.7% | -4.5% |
| 3M | -34.5% | +8.7% | -43.1% | -37.8% |
| 6M | -24.5% | +51.7% | -76.2% | -39.4% |
| YTD | +12.7% | +99.0% | -86.3% | -21.2% |
| 1Y | +94.8% | +34.6% | +60.3% | +61.5% |
| 3Y | +31.9% | -7.8% | +39.6% | +29.8% |
| 5Y | +111.8% | +104.8% | +7.0% | +46.6% |
| All | +33.5% | +52.2% | -18.8% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling