+108.7%
SMR vs LBRT
-27.9%
+136.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.0% | -7.9% |
| 7D | +10.3% | +13.8% | -3.5% | +5.1% |
| 30D | -25.7% | -32.4% | +6.7% | -14.4% |
| 3M | -49.7% | -39.9% | -9.8% | -39.9% |
| 6M | -59.8% | -60.8% | +1.0% | -44.5% |
| YTD | -66.0% | -29.3% | -36.7% | -64.2% |
| 1Y | -81.4% | -18.9% | -62.6% | -81.4% |
| All | +108.7% | -27.9% | +136.5% | +141.0% |
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 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