+165.5%
SITM vs LBRT
+100.7%
+64.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.3% |
| 7D | +9.7% | +8.3% | +1.5% | +7.5% |
| 30D | +12.7% | +6.1% | +6.6% | +11.5% |
| 3M | -13.4% | -34.8% | +21.3% | -7.3% |
| 6M | +59.6% | -24.8% | +84.4% | +66.3% |
| YTD | +73.3% | +12.2% | +61.1% | +70.1% |
| 1Y | +165.5% | +94.0% | +71.6% | +177.5% |
| All | +165.5% | +100.7% | +64.8% | +177.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling