-30.8%
SGI vs LBRT
-17.1%
-13.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | -5.3% | +9.2% | -14.5% | -4.5% |
| 30D | -2.1% | -27.5% | +25.5% | -4.6% |
| 3M | -8.2% | -37.9% | +29.7% | -11.3% |
| 6M | -4.6% | -60.7% | +56.1% | -9.3% |
| YTD | -31.5% | -28.5% | -3.0% | -38.7% |
| 1Y | -30.8% | -13.2% | -17.6% | -38.5% |
| All | -30.8% | -17.1% | -13.7% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling