+193.1%
SLV vs LBRT
-26.4%
+219.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | +0.4% |
| 7D | -0.7% | -34.8% | +34.1% | +1.9% |
| 30D | -15.4% | -43.6% | +28.2% | -12.2% |
| 3M | -16.3% | -41.2% | +24.9% | -13.5% |
| 6M | -28.8% | -66.1% | +37.3% | -23.9% |
| YTD | -27.1% | -37.9% | +10.7% | -25.6% |
| 1Y | +7.5% | -33.9% | +41.4% | +9.2% |
| 3Y | +121.2% | -40.9% | +162.0% | +122.7% |
| 5Y | +110.0% | +2.1% | +107.9% | +101.7% |
| All | +193.1% | -26.4% | +219.6% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling