+606.9%
SMTC vs LBRT
-38.0%
+644.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.4% | +7.4% | +10.7% |
| 7D | -19.0% | -29.1% | +10.2% | -8.0% |
| 30D | -46.7% | -38.4% | -8.4% | -36.4% |
| 3M | -23.4% | -40.1% | +16.6% | -7.4% |
| 6M | -13.4% | -62.9% | +49.5% | +18.1% |
| YTD | +40.1% | -34.5% | +74.6% | +61.3% |
| 1Y | +47.7% | -30.2% | +77.9% | +67.3% |
| 3Y | +606.9% | -37.5% | +644.4% | +710.8% |
| All | +606.9% | -38.0% | +644.9% | +710.8% |
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