+306.6%
SIMO vs LBRT
-15.3%
+321.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.8% |
| 7D | +4.1% | +9.2% | -5.1% | +2.7% |
| 30D | -24.0% | -27.5% | +3.6% | -19.9% |
| 3M | -31.8% | -37.9% | +6.1% | -26.5% |
| 6M | -36.9% | -60.7% | +23.8% | -28.3% |
| YTD | +84.8% | -28.5% | +113.3% | +94.1% |
| 1Y | +99.0% | -13.2% | +112.2% | +104.2% |
| 3Y | +217.9% | -28.8% | +246.7% | +225.3% |
| 5Y | +171.5% | +28.0% | +143.5% | +155.9% |
| All | +306.6% | -15.3% | +321.9% | +264.0% |
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 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