-71.4%
SMR vs LBRT
+99.1%
-170.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +4.4% | +8.7% | -4.3% | +2.6% |
| 30D | +3.4% | +6.6% | -3.2% | +1.6% |
| 3M | -19.2% | -34.5% | +15.3% | -12.8% |
| 6M | -22.6% | -24.5% | +1.8% | -20.0% |
| YTD | -31.5% | +12.7% | -44.3% | -35.8% |
| All | -71.4% | +99.1% | -170.5% | -66.5% |
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 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