+315.6%
SITM vs LBRT
-27.1%
+342.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.0% |
| 7D | +6.6% | +9.2% | -2.6% | +2.6% |
| 30D | -15.3% | -27.5% | +12.2% | -2.2% |
| 3M | -35.4% | -37.9% | +2.5% | -20.2% |
| 6M | -46.8% | -60.7% | +13.9% | -22.7% |
| YTD | +25.9% | -28.5% | +54.4% | +39.1% |
| 1Y | +54.0% | -13.2% | +67.2% | +57.0% |
| 3Y | +315.6% | -28.8% | +344.4% | +362.1% |
| All | +315.6% | -27.1% | +342.7% | +362.1% |
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