+439.7%
SE vs LBRT
-19.0%
+458.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | 0.0% | -15.7% | +15.7% | +1.8% |
| 30D | -19.4% | -34.3% | +14.9% | -15.9% |
| 3M | -33.1% | -40.6% | +7.5% | -29.5% |
| 6M | -11.4% | -62.0% | +50.6% | -2.5% |
| YTD | -39.8% | -31.6% | -8.2% | -39.0% |
| 1Y | -50.5% | -25.8% | -24.7% | -50.4% |
| 3Y | +68.9% | -30.4% | +99.2% | +64.7% |
| 5Y | -77.1% | +18.7% | -95.8% | -79.3% |
| All | +439.7% | -19.0% | +458.7% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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