-16.4%
LBRT vs SM
+30.2%
-46.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.6% | -2.3% | +0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -32.0% | -17.3% | -14.7% | -25.8% |
| 3M | -39.7% | -3.6% | -36.1% | -39.2% |
| 6M | -61.1% | +2.9% | -64.0% | -62.6% |
| YTD | -29.4% | +70.2% | -99.6% | -47.3% |
| 1Y | -24.5% | +66.5% | -91.0% | -43.2% |
| 3Y | -28.1% | -8.2% | -19.9% | -29.2% |
| 5Y | +23.9% | -1.5% | +25.3% | +16.7% |
| All | -16.4% | +30.2% | -46.6% | -53.3% |
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