+681.1%
SEI vs LBRT
-28.3%
+709.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +8.1% | +0.3% | +2.7% |
| 7D | -4.3% | -11.9% | +7.7% | +5.6% |
| 30D | -18.0% | -31.9% | +13.9% | +8.0% |
| 3M | +8.2% | -34.9% | +43.1% | +47.9% |
| 6M | -13.9% | -60.7% | +46.8% | +58.9% |
| YTD | +37.0% | -29.2% | +66.2% | +69.7% |
| 1Y | +24.5% | -23.6% | +48.1% | +47.7% |
| 3Y | +681.1% | -26.8% | +707.9% | +860.4% |
| All | +681.1% | -28.3% | +709.4% | +860.4% |
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 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