+187.0%
SPGI vs LBRT
+33.5%
+153.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | +0.1% | +8.7% | -8.6% | -0.6% |
| 30D | +8.4% | +6.6% | +1.8% | +7.7% |
| 3M | +11.8% | -34.5% | +46.3% | +15.3% |
| 6M | +5.7% | -24.5% | +30.2% | +7.1% |
| YTD | -9.7% | +12.7% | -22.4% | -12.1% |
| 1Y | -12.5% | +94.8% | -107.3% | -20.1% |
| 3Y | +21.8% | +31.9% | -10.0% | +13.2% |
| 5Y | +8.2% | +111.8% | -103.6% | -6.6% |
| All | +187.0% | +33.5% | +153.6% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling