+56.5%
SMR vs LBRT
+26.0%
+30.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | +4.4% | +8.7% | -4.3% | +1.2% |
| 30D | +3.4% | +6.6% | -3.2% | +0.3% |
| 3M | -19.2% | -34.5% | +15.3% | -6.9% |
| 6M | -22.6% | -24.5% | +1.8% | -17.5% |
| YTD | -31.5% | +12.7% | -44.3% | -39.2% |
| 1Y | -73.1% | +94.8% | -167.9% | -81.5% |
| All | +56.5% | +26.0% | +30.5% | +36.5% |
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 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