+26.6%
LBRT vs SM
+5.1%
+21.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -3.0% |
| 7D | +13.8% | +10.6% | +3.2% | +6.7% |
| 30D | -32.4% | -15.0% | -17.4% | -25.4% |
| 3M | -39.9% | +1.7% | -41.6% | -41.5% |
| 6M | -60.8% | +5.9% | -66.7% | -63.9% |
| YTD | -29.3% | +79.0% | -108.3% | -55.6% |
| 1Y | -18.9% | +84.7% | -103.5% | -50.4% |
| 3Y | -28.0% | -3.5% | -24.5% | -34.3% |
| 5Y | +26.6% | +4.9% | +21.6% | +1.8% |
| All | +26.6% | +5.1% | +21.5% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling