+339.4%
SMH vs LBRT
+116.2%
+223.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +0.4% |
| 7D | +5.2% | +6.9% | -1.7% | +3.8% |
| 30D | -1.5% | +7.8% | -9.3% | -3.1% |
| 3M | -4.1% | -25.3% | +21.2% | +0.6% |
| 6M | +50.8% | -19.6% | +70.3% | +55.0% |
| YTD | +59.3% | +17.2% | +42.2% | +51.8% |
| 1Y | +94.1% | +114.1% | -20.0% | +62.8% |
| 3Y | +286.7% | +27.0% | +259.7% | +245.4% |
| 5Y | +339.4% | +128.3% | +211.1% | +253.5% |
| All | +339.4% | +116.2% | +223.2% | +253.5% |
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