+955.7%
SEI vs LBRT
+116.2%
+839.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +3.9% | +12.4% | +13.8% |
| 7D | +28.8% | +6.9% | +21.9% | +23.9% |
| 30D | +10.4% | +7.8% | +2.6% | +5.6% |
| 3M | -11.4% | -25.3% | +13.8% | +4.4% |
| 6M | +31.2% | -19.6% | +50.7% | +45.7% |
| YTD | +39.7% | +17.2% | +22.6% | +22.0% |
| 1Y | +149.0% | +114.1% | +34.9% | +40.0% |
| 3Y | +560.2% | +27.0% | +533.2% | +424.4% |
| 5Y | +955.7% | +128.3% | +827.4% | +446.2% |
| All | +955.7% | +116.2% | +839.5% | +446.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling