+969.0%
SMH vs LBRT
-16.4%
+985.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.2% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | -14.2% | -32.0% | +17.8% | -8.4% |
| 3M | -11.5% | -39.7% | +28.2% | -3.7% |
| 6M | -12.0% | -61.1% | +49.0% | +2.4% |
| YTD | +40.8% | -29.4% | +70.1% | +47.1% |
| 1Y | +44.9% | -24.5% | +69.3% | +49.5% |
| 3Y | +226.7% | -28.1% | +254.8% | +227.6% |
| 5Y | +250.6% | +23.9% | +226.7% | +212.9% |
| All | +969.0% | -16.4% | +985.4% | +738.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling