+320.3%
SGI vs LBRT
-19.0%
+339.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -4.7% |
| 7D | -3.9% | -15.7% | +11.7% | -1.4% |
| 30D | +0.9% | -34.3% | +35.2% | +7.7% |
| 3M | -2.9% | -40.6% | +37.7% | +5.2% |
| 6M | -9.0% | -62.0% | +53.0% | +5.9% |
| YTD | -29.2% | -31.6% | +2.4% | -28.2% |
| 1Y | -32.3% | -25.8% | -6.5% | -32.7% |
| 3Y | +72.4% | -30.4% | +102.8% | +64.1% |
| 5Y | +50.6% | +18.7% | +32.0% | +19.3% |
| All | +320.3% | -19.0% | +339.3% | +137.0% |
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