+329.6%
SGI vs LBRT
-22.5%
+352.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.4% | -10.8% | -6.4% |
| 7D | +1.0% | -29.1% | +30.1% | +6.6% |
| 30D | +3.9% | -38.4% | +42.3% | +12.2% |
| 3M | -0.8% | -40.1% | +39.2% | +7.1% |
| 6M | -18.0% | -62.9% | +44.9% | -4.2% |
| YTD | -27.6% | -34.5% | +6.9% | -26.0% |
| 1Y | -27.2% | -30.2% | +3.0% | -26.9% |
| 3Y | +76.0% | -37.5% | +113.4% | +71.1% |
| 5Y | +50.0% | +7.6% | +42.4% | +21.3% |
| All | +329.6% | -22.5% | +352.0% | +144.1% |
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