+11.1%
SMR vs LBRT
+91.7%
-80.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.9% | +11.3% | +14.0% |
| 7D | +21.4% | +6.9% | +14.4% | +18.9% |
| 30D | +13.8% | +7.8% | +6.1% | +10.7% |
| 3M | +3.9% | -25.3% | +29.2% | +12.2% |
| 6M | -4.2% | -19.6% | +15.4% | -0.5% |
| YTD | -21.1% | +17.2% | -38.3% | -28.7% |
| 1Y | -67.1% | +114.1% | -181.2% | -76.2% |
| 3Y | +88.9% | +27.0% | +61.8% | +65.5% |
| All | +11.1% | +91.7% | -80.6% | -10.5% |
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 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