+1,095.6%
SMH vs LBRT
+33.5%
+1,062.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +2.5% | +8.7% | -6.2% | +1.0% |
| 30D | -0.5% | +6.6% | -7.1% | -1.7% |
| 3M | -9.6% | -34.5% | +24.8% | -3.6% |
| 6M | +42.1% | -24.5% | +66.6% | +47.2% |
| YTD | +57.4% | +12.7% | +44.7% | +52.1% |
| 1Y | +96.2% | +94.8% | +1.4% | +71.3% |
| 3Y | +267.9% | +31.9% | +236.1% | +232.8% |
| 5Y | +327.7% | +111.8% | +215.8% | +246.9% |
| All | +1,095.6% | +33.5% | +1,062.2% | +767.0% |
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