+773.8%
SMTC vs LBRT
-28.0%
+801.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.1% | +9.1% |
| 7D | +12.9% | -1.9% | +14.8% | +14.6% |
| 30D | -25.6% | -32.0% | +6.4% | -14.0% |
| 3M | -4.5% | -39.7% | +35.1% | +14.9% |
| 6M | -8.3% | -61.1% | +52.8% | +22.8% |
| YTD | +69.9% | -29.4% | +99.3% | +90.7% |
| 1Y | +73.9% | -24.5% | +98.4% | +91.9% |
| All | +773.8% | -28.0% | +801.8% | +880.8% |
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