-73.1%
SMR vs LBRT
+100.7%
-173.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +4.4% | +8.3% | -3.8% | +2.7% |
| 30D | +3.4% | +6.1% | -2.7% | +1.7% |
| 3M | -19.2% | -34.8% | +15.6% | -12.6% |
| 6M | -22.6% | -24.8% | +2.2% | -19.9% |
| YTD | -31.5% | +12.2% | -43.8% | -35.9% |
| 1Y | -73.1% | +94.0% | -167.1% | -71.0% |
| All | -73.1% | +100.7% | -173.8% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling