+447.9%
SE vs LBRT
-16.2%
+464.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.0% |
| 7D | +3.3% | -11.9% | +15.2% | +4.5% |
| 30D | -18.2% | -31.9% | +13.8% | -14.9% |
| 3M | -31.3% | -34.9% | +3.6% | -28.4% |
| 6M | -10.1% | -60.7% | +50.5% | -1.4% |
| YTD | -38.9% | -29.2% | -9.7% | -38.3% |
| 1Y | -48.0% | -23.6% | -24.4% | -48.1% |
| 3Y | +78.8% | -26.8% | +105.6% | +73.4% |
| 5Y | -77.1% | +16.3% | -93.5% | -79.3% |
| All | +447.9% | -16.2% | +464.0% | +362.4% |
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