+343.6%
SGI vs LBRT
-16.2%
+359.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +1.8% |
| 7D | -0.2% | -11.9% | +11.7% | +1.6% |
| 30D | +6.6% | -31.9% | +38.5% | +13.0% |
| 3M | +1.8% | -34.9% | +36.7% | +8.3% |
| 6M | -3.9% | -60.7% | +56.8% | +11.1% |
| YTD | -25.2% | -29.2% | +4.0% | -24.7% |
| 1Y | -26.7% | -23.6% | -3.1% | -27.6% |
| 3Y | +86.8% | -26.8% | +113.6% | +76.0% |
| 5Y | +56.6% | +16.3% | +40.3% | +24.9% |
| All | +343.6% | -16.2% | +359.8% | +148.6% |
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