-22.5%
LBRT vs SM
+25.0%
-47.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.9% |
| 7D | -29.1% | -25.9% | -3.2% | -18.4% |
| 30D | -38.4% | -15.1% | -23.3% | -33.5% |
| 3M | -40.1% | +4.9% | -44.9% | -41.7% |
| 6M | -62.9% | +6.1% | -69.0% | -64.8% |
| YTD | -34.5% | +63.4% | -98.0% | -50.1% |
| 1Y | -30.2% | +72.5% | -102.7% | -48.3% |
| 3Y | -37.5% | -16.9% | -20.6% | -35.5% |
| 5Y | +7.6% | -10.6% | +18.2% | +5.8% |
| All | -22.5% | +25.0% | -47.5% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling