+477.1%
SEI vs LBRT
+21.3%
+455.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +2.5% |
| 7D | +10.2% | +8.7% | +1.5% | +4.4% |
| 30D | -1.0% | +6.6% | -7.6% | -4.9% |
| 3M | -27.9% | -34.5% | +6.5% | -7.6% |
| 6M | +10.4% | -24.5% | +34.9% | +27.4% |
| YTD | +20.1% | +12.7% | +7.4% | +6.5% |
| 1Y | +109.7% | +94.8% | +14.9% | +21.9% |
| All | +477.1% | +21.3% | +455.7% | +381.6% |
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