+187.6%
SIMO vs LBRT
+25.3%
+162.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +14.9% | +13.8% | +1.0% | +11.5% |
| 30D | -27.0% | -32.4% | +5.4% | -20.0% |
| 3M | -25.4% | -39.9% | +14.5% | -16.2% |
| 6M | -30.3% | -60.8% | +30.6% | -16.3% |
| YTD | +95.8% | -29.3% | +125.1% | +111.5% |
| 1Y | +100.0% | -18.9% | +118.9% | +111.3% |
| 3Y | +238.3% | -28.0% | +266.2% | +249.9% |
| 5Y | +187.6% | +26.6% | +161.0% | +179.8% |
| All | +187.6% | +25.3% | +162.3% | +179.8% |
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