+289.3%
SIMO vs LBRT
-22.5%
+311.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +3.3% |
| 7D | -22.0% | -29.1% | +7.2% | -17.7% |
| 30D | -43.0% | -38.4% | -4.7% | -38.6% |
| 3M | -39.1% | -40.1% | +0.9% | -34.1% |
| 6M | -33.3% | -62.9% | +29.6% | -23.5% |
| YTD | +77.0% | -34.5% | +111.5% | +88.4% |
| 1Y | +73.0% | -30.2% | +103.2% | +82.7% |
| 3Y | +215.7% | -37.5% | +253.2% | +228.6% |
| 5Y | +155.6% | +7.6% | +148.0% | +146.2% |
| All | +289.3% | -22.5% | +311.8% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling