+73.0%
SIMO vs LBRT
-31.1%
+104.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +1.6% |
| 7D | -22.0% | -29.1% | +7.2% | -8.6% |
| 30D | -43.0% | -38.4% | -4.7% | -29.5% |
| 3M | -39.1% | -40.1% | +0.9% | -23.6% |
| 6M | -33.3% | -62.9% | +29.6% | -7.3% |
| YTD | +77.0% | -34.5% | +111.5% | +110.2% |
| 1Y | +73.0% | -30.2% | +103.2% | +98.3% |
| All | +73.0% | -31.1% | +104.1% | +98.3% |
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