+61.5%
SGI vs LBRT
+115.1%
-53.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +8.5% | +8.7% | -0.2% | +7.5% |
| 30D | +0.7% | +6.6% | -5.9% | -0.2% |
| 3M | +0.6% | -34.5% | +35.1% | +5.0% |
| 6M | -17.9% | -24.5% | +6.6% | -16.6% |
| YTD | -21.2% | +12.7% | -33.9% | -24.8% |
| 1Y | -18.9% | +94.8% | -113.7% | -30.0% |
| 3Y | +52.6% | +31.9% | +20.8% | +35.9% |
| All | +61.5% | +115.1% | -53.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling