+420.2%
SITM vs LBRT
+21.3%
+398.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.1% | +6.0% |
| 7D | +9.7% | +8.7% | +1.0% | +6.1% |
| 30D | +12.7% | +6.6% | +6.1% | +10.2% |
| 3M | -13.4% | -34.5% | +21.0% | +0.8% |
| 6M | +59.6% | -24.5% | +84.1% | +72.9% |
| YTD | +73.3% | +12.7% | +60.6% | +57.5% |
| 1Y | +165.5% | +94.8% | +70.7% | +83.6% |
| All | +420.2% | +21.3% | +398.9% | +364.7% |
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 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