+283.8%
SITM vs LBRT
-38.0%
+321.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.4% | +12.1% | +15.0% |
| 7D | -6.7% | -29.1% | +22.4% | +8.7% |
| 30D | -37.3% | -38.4% | +1.1% | -22.3% |
| 3M | -39.4% | -40.1% | +0.7% | -24.0% |
| 6M | -33.1% | -62.9% | +29.8% | -0.3% |
| YTD | +18.0% | -34.5% | +52.6% | +35.7% |
| 1Y | +22.7% | -30.2% | +52.9% | +37.1% |
| 3Y | +283.8% | -37.5% | +321.3% | +349.0% |
| All | +283.8% | -38.0% | +321.8% | +349.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling