+431.5%
SE vs LBRT
-26.4%
+457.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -13.7% | +8.0% | -4.1% |
| 7D | -1.2% | -34.8% | +33.6% | +3.4% |
| 30D | -21.7% | -43.6% | +21.9% | -16.8% |
| 3M | -34.2% | -41.2% | +7.1% | -30.6% |
| 6M | -10.5% | -66.1% | +55.6% | -0.2% |
| YTD | -40.7% | -37.9% | -2.9% | -39.2% |
| 1Y | -52.1% | -33.9% | -18.2% | -51.3% |
| 3Y | +68.9% | -40.9% | +109.7% | +67.9% |
| 5Y | -78.9% | +2.1% | -81.0% | -80.6% |
| All | +431.5% | -26.4% | +457.9% | +355.4% |
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 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