+100.5%
SIMO vs LBRT
-25.0%
+125.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -11.2% | +1.6% | -4.6% |
| 7D | -16.9% | -25.3% | +8.4% | -5.5% |
| 30D | -35.4% | -32.9% | -2.5% | -23.5% |
| 3M | -31.9% | -33.3% | +1.5% | -18.6% |
| 6M | -19.3% | -61.0% | +41.6% | +8.1% |
| YTD | +98.5% | -28.0% | +126.5% | +122.8% |
| 1Y | +100.5% | -21.5% | +122.0% | +111.7% |
| All | +100.5% | -25.0% | +125.5% | +111.7% |
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