+272.9%
SEI vs LBRT
-19.0%
+292.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.6% |
| 7D | -10.8% | -15.7% | +4.9% | -1.5% |
| 30D | -19.0% | -34.3% | +15.2% | +2.3% |
| 3M | +5.8% | -40.6% | +46.4% | +41.7% |
| 6M | -14.9% | -62.0% | +47.1% | +40.7% |
| YTD | +35.4% | -31.6% | +67.0% | +65.5% |
| 1Y | +23.9% | -25.8% | +49.7% | +46.2% |
| 3Y | +661.3% | -30.4% | +691.7% | +802.3% |
| 5Y | +822.2% | +18.7% | +803.6% | +744.1% |
| All | +272.9% | -19.0% | +292.0% | +210.8% |
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 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