+70.3%
SE vs LBRT
-38.0%
+108.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -0.3% |
| 7D | +2.0% | -29.1% | +31.2% | +4.8% |
| 30D | -20.0% | -38.4% | +18.4% | -16.9% |
| 3M | -31.8% | -40.1% | +8.3% | -29.1% |
| 6M | -15.9% | -62.9% | +47.0% | -8.7% |
| YTD | -40.6% | -34.5% | -6.1% | -41.0% |
| 1Y | -50.7% | -30.2% | -20.5% | -51.6% |
| 3Y | +70.3% | -37.5% | +107.8% | +54.6% |
| All | +70.3% | -38.0% | +108.3% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling