+512.8%
SIMO vs LBRT
+33.5%
+479.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.6% |
| 7D | +4.2% | +8.3% | -4.0% | +3.1% |
| 30D | +4.1% | +6.1% | -2.0% | +3.2% |
| 3M | -12.9% | -34.8% | +21.9% | -8.5% |
| 6M | +110.3% | -24.8% | +135.2% | +116.7% |
| YTD | +178.6% | +12.2% | +166.3% | +172.5% |
| 1Y | +220.0% | +94.0% | +126.0% | +192.3% |
| 3Y | +409.0% | +31.3% | +377.8% | +376.5% |
| 5Y | +277.3% | +111.8% | +165.5% | +227.9% |
| All | +512.8% | +33.5% | +479.4% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling