-29.7%
LBRT vs SM
-8.5%
-21.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.6% | -2.3% | +0.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -32.0% | -17.3% | -14.7% | -24.3% |
| 3M | -39.7% | -3.6% | -36.1% | -39.3% |
| 6M | -61.1% | +2.9% | -64.0% | -63.3% |
| YTD | -29.4% | +70.2% | -99.6% | -53.8% |
| 1Y | -24.5% | +66.5% | -91.0% | -50.1% |
| All | -29.7% | -8.5% | -21.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling