+38.7%
LBRT vs SM
+57.8%
-19.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +2.3% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +7.8% | +31.5% | -23.7% | -5.1% |
| 3M | -25.3% | +17.3% | -42.6% | -31.6% |
| 6M | -19.6% | +48.5% | -68.1% | -34.7% |
| YTD | +17.2% | +106.3% | -89.1% | -19.4% |
| 1Y | +114.1% | +47.3% | +66.8% | +70.3% |
| 3Y | +27.0% | -1.4% | +28.4% | +21.5% |
| 5Y | +128.3% | +114.0% | +14.3% | +55.0% |
| All | +38.7% | +57.8% | -19.0% | -28.6% |
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