+170.0%
SIMO vs LBRT
+28.1%
+141.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.9% |
| 7D | +4.1% | +9.2% | -5.1% | +2.0% |
| 30D | -24.0% | -27.5% | +3.6% | -17.9% |
| 3M | -31.8% | -37.9% | +6.1% | -23.8% |
| 6M | -36.9% | -60.7% | +23.8% | -24.4% |
| YTD | +84.8% | -28.5% | +113.3% | +99.1% |
| 1Y | +99.0% | -13.2% | +112.2% | +107.6% |
| 3Y | +217.9% | -28.8% | +246.7% | +228.7% |
| All | +170.0% | +28.1% | +141.9% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling