+305.5%
SIMO vs LBRT
-19.0%
+324.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.2% |
| 7D | -16.0% | -15.7% | -0.4% | -13.7% |
| 30D | -35.8% | -34.3% | -1.5% | -31.4% |
| 3M | -26.5% | -40.6% | +14.1% | -20.3% |
| 6M | -33.0% | -62.0% | +29.0% | -23.5% |
| YTD | +84.3% | -31.6% | +116.0% | +94.9% |
| 1Y | +82.0% | -25.8% | +107.8% | +90.5% |
| 3Y | +218.5% | -30.4% | +248.9% | +227.3% |
| 5Y | +175.0% | +18.7% | +156.4% | +161.8% |
| All | +305.5% | -19.0% | +324.6% | +265.5% |
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