-53.7%
SMR vs LBRT
+17.0%
-70.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -8.3% | +9.2% | -17.5% | -11.0% |
| 30D | -20.1% | -27.5% | +7.5% | -11.5% |
| 3M | -52.7% | -37.9% | -14.8% | -45.1% |
| 6M | -61.0% | -60.7% | -0.3% | -48.3% |
| YTD | -67.1% | -28.5% | -38.6% | -65.3% |
| 1Y | -79.9% | -13.2% | -66.7% | -80.0% |
| 3Y | +101.7% | -28.8% | +130.5% | +110.8% |
| All | -53.7% | +17.0% | -70.7% | -56.4% |
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 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