+3,535.1%
SITM vs LBRT
+73.1%
+3,462.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +5.4% |
| 7D | +17.2% | -1.9% | +19.1% | +18.3% |
| 30D | -17.1% | -32.0% | +14.9% | -7.1% |
| 3M | -29.2% | -39.7% | +10.5% | -17.9% |
| 6M | -47.6% | -61.1% | +13.5% | -32.4% |
| YTD | +33.8% | -29.4% | +63.2% | +45.7% |
| 1Y | +54.1% | -24.5% | +78.6% | +64.9% |
| 3Y | +337.6% | -28.1% | +365.6% | +358.1% |
| 5Y | +89.7% | +23.9% | +65.8% | +75.5% |
| All | +3,535.1% | +73.1% | +3,462.0% | +2,372.7% |
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 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