+1,111.0%
SMH vs LBRT
+43.0%
+1,068.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | +4.3% | +10.2% | -5.9% | +2.6% |
| 30D | +0.9% | +4.9% | -4.0% | 0.0% |
| 3M | -2.8% | -21.2% | +18.4% | +0.4% |
| 6M | +45.6% | -19.9% | +65.6% | +49.3% |
| YTD | +59.5% | +20.8% | +38.7% | +52.2% |
| 1Y | +93.4% | +123.5% | -30.1% | +65.0% |
| 3Y | +287.1% | +30.9% | +256.2% | +250.2% |
| 5Y | +338.0% | +136.3% | +201.8% | +249.0% |
| All | +1,111.0% | +43.0% | +1,068.0% | +767.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling