+687.7%
SE vs LBRT
+33.5%
+654.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -6.1% | +8.3% | -14.3% | -7.0% |
| 30D | -2.5% | +6.1% | -8.6% | -3.2% |
| 3M | +21.7% | -34.8% | +56.5% | +27.0% |
| 6M | +27.0% | -24.8% | +51.8% | +29.4% |
| YTD | -12.1% | +12.2% | -24.4% | -15.3% |
| 1Y | -40.9% | +94.0% | -134.9% | -47.4% |
| 3Y | +191.0% | +31.3% | +159.7% | +165.2% |
| 5Y | -68.3% | +111.8% | -180.1% | -73.0% |
| All | +687.7% | +33.5% | +654.2% | +534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling