+203.1%
SIMO vs LBRT
-41.2%
+244.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -13.7% | -0.7% | -10.2% |
| 7D | -31.4% | -34.8% | +3.4% | -21.8% |
| 30D | -45.2% | -43.6% | -1.6% | -34.9% |
| 3M | -36.5% | -41.2% | +4.7% | -25.2% |
| 6M | -34.2% | -66.1% | +31.9% | -13.4% |
| YTD | +69.9% | -37.9% | +107.8% | +95.0% |
| 1Y | +60.4% | -33.9% | +94.3% | +81.5% |
| All | +203.1% | -41.2% | +244.3% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling