+423.7%
SE vs LBRT
-16.2%
+439.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.5% | +13.8% | -15.3% | -2.9% |
| 30D | -22.3% | -32.4% | +10.1% | -19.2% |
| 3M | -41.8% | -39.9% | -1.9% | -38.8% |
| 6M | -22.4% | -60.8% | +38.4% | -14.8% |
| YTD | -41.6% | -29.3% | -12.3% | -41.0% |
| 1Y | -48.0% | -18.9% | -29.1% | -48.5% |
| 3Y | +63.9% | -28.0% | +91.8% | +59.2% |
| 5Y | -78.2% | +26.6% | -104.7% | -80.4% |
| All | +423.7% | -16.2% | +439.9% | +342.0% |
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