+306.7%
SGI vs LBRT
-15.3%
+322.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -5.3% | +9.2% | -14.5% | -6.8% |
| 30D | -2.1% | -27.5% | +25.5% | +2.6% |
| 3M | -8.2% | -37.9% | +29.7% | -1.3% |
| 6M | -4.6% | -60.7% | +56.1% | +10.4% |
| YTD | -31.5% | -28.5% | -3.0% | -31.1% |
| 1Y | -30.8% | -13.2% | -17.6% | -33.4% |
| 3Y | +67.2% | -28.8% | +96.0% | +58.6% |
| 5Y | +42.5% | +28.0% | +14.6% | +11.2% |
| All | +306.7% | -15.3% | +322.1% | +127.5% |
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