+82.0%
SIMO vs LBRT
-27.7%
+109.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.1% |
| 7D | -16.0% | -15.7% | -0.4% | -9.0% |
| 30D | -35.8% | -34.3% | -1.5% | -22.8% |
| 3M | -26.5% | -40.6% | +14.1% | -8.2% |
| 6M | -33.0% | -62.0% | +29.0% | -8.6% |
| YTD | +84.3% | -31.6% | +116.0% | +114.6% |
| 1Y | +82.0% | -25.8% | +107.8% | +102.5% |
| All | +82.0% | -27.7% | +109.7% | +102.5% |
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 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