-49.5%
SMR vs LBRT
+7.1%
-56.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +5.4% | +10.9% | +14.4% |
| 7D | -9.6% | -29.1% | +19.5% | +1.3% |
| 30D | -33.8% | -38.4% | +4.6% | -22.5% |
| 3M | -46.4% | -40.1% | -6.3% | -37.1% |
| 6M | -62.4% | -62.9% | +0.5% | -49.1% |
| YTD | -64.1% | -34.5% | -29.6% | -61.0% |
| 1Y | -84.3% | -30.2% | -54.1% | -83.3% |
| 3Y | +55.8% | -37.5% | +93.3% | +69.7% |
| All | -49.5% | +7.1% | -56.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling