+172.1%
SITM vs LBRT
+115.1%
+57.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.1% | +6.0% |
| 7D | +9.7% | +8.7% | +1.0% | +6.3% |
| 30D | +12.7% | +6.6% | +6.1% | +10.4% |
| 3M | -13.4% | -34.5% | +21.0% | 0.0% |
| 6M | +59.6% | -24.5% | +84.1% | +72.5% |
| YTD | +73.3% | +12.7% | +60.6% | +59.8% |
| 1Y | +165.5% | +94.8% | +70.7% | +92.6% |
| 3Y | +368.7% | +31.9% | +336.9% | +284.6% |
| All | +172.1% | +115.1% | +57.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling