+3,415.8%
SITM vs LBRT
+73.5%
+3,342.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.1% | +1.5% | +7.3% |
| 7D | +9.4% | -11.9% | +21.3% | +13.9% |
| 30D | -25.4% | -31.9% | +6.6% | -16.4% |
| 3M | -37.0% | -34.9% | -2.1% | -28.5% |
| 6M | -45.1% | -60.7% | +15.5% | -29.4% |
| YTD | +29.4% | -29.2% | +58.6% | +40.8% |
| 1Y | +39.8% | -23.6% | +63.4% | +49.1% |
| 3Y | +328.2% | -26.8% | +355.1% | +346.4% |
| 5Y | +87.4% | +16.3% | +71.0% | +75.0% |
| All | +3,415.8% | +73.5% | +3,342.3% | +2,289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling