+86.1%
SGI vs LBRT
-41.2%
+127.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -2.0% |
| 7D | +5.3% | -34.8% | +40.1% | +7.9% |
| 30D | +8.2% | -43.6% | +51.8% | +12.0% |
| 3M | -2.2% | -41.2% | +39.0% | +0.6% |
| 6M | -8.4% | -66.1% | +57.6% | -0.9% |
| YTD | -23.4% | -37.9% | +14.4% | -24.8% |
| 1Y | -14.0% | -33.9% | +19.9% | -16.5% |
| All | +86.1% | -41.2% | +127.3% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling