+55.8%
SMR vs LBRT
-38.0%
+93.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +5.4% | +10.9% | +14.1% |
| 7D | -9.6% | -29.1% | +19.5% | +3.1% |
| 30D | -33.8% | -38.4% | +4.6% | -20.6% |
| 3M | -46.4% | -40.1% | -6.3% | -35.6% |
| 6M | -62.4% | -62.9% | +0.5% | -46.5% |
| YTD | -64.1% | -34.5% | -29.6% | -61.2% |
| 1Y | -84.3% | -30.2% | -54.1% | -83.4% |
| 3Y | +55.8% | -37.5% | +93.3% | +97.4% |
| All | +55.8% | -38.0% | +93.8% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling