+367.7%
SGI vs LBRT
+33.5%
+334.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +8.5% | +8.3% | +0.3% | +6.9% |
| 30D | +0.7% | +6.1% | -5.5% | -0.8% |
| 3M | +0.6% | -34.8% | +35.4% | +7.6% |
| 6M | -17.9% | -24.8% | +6.9% | -15.7% |
| YTD | -21.2% | +12.2% | -33.4% | -26.0% |
| 1Y | -18.9% | +94.0% | -112.8% | -33.6% |
| 3Y | +52.6% | +31.3% | +21.4% | +29.8% |
| 5Y | +60.7% | +111.8% | -51.1% | +14.4% |
| All | +367.7% | +33.5% | +334.3% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling