+145.4%
SIMO vs LBRT
+1.0%
+144.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -13.7% | -0.7% | -11.2% |
| 7D | -31.4% | -34.8% | +3.4% | -24.1% |
| 30D | -45.2% | -43.6% | -1.6% | -37.4% |
| 3M | -36.5% | -41.2% | +4.7% | -28.0% |
| 6M | -34.2% | -66.1% | +31.9% | -18.4% |
| YTD | +69.9% | -37.9% | +107.8% | +89.2% |
| 1Y | +60.4% | -33.9% | +94.3% | +76.7% |
| 3Y | +203.1% | -40.9% | +244.0% | +225.4% |
| 5Y | +145.4% | +2.1% | +143.3% | +142.7% |
| All | +145.4% | +1.0% | +144.4% | +142.7% |
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