+176.7%
SMTC vs LBRT
-22.5%
+199.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.4% | +7.4% | +11.4% |
| 7D | -19.0% | -29.1% | +10.2% | -11.5% |
| 30D | -46.7% | -38.4% | -8.4% | -39.7% |
| 3M | -23.4% | -40.1% | +16.6% | -12.5% |
| 6M | -13.4% | -62.9% | +49.5% | +9.4% |
| YTD | +40.1% | -34.5% | +74.6% | +54.6% |
| 1Y | +47.7% | -30.2% | +77.9% | +60.8% |
| 3Y | +606.9% | -37.5% | +644.4% | +654.7% |
| 5Y | +14.4% | +7.6% | +6.8% | +4.3% |
| All | +176.7% | -22.5% | +199.2% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling