+204.9%
SPGI vs LBRT
-16.2%
+221.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.1% |
| 7D | -0.9% | -11.9% | +11.1% | -0.1% |
| 30D | +15.5% | -31.9% | +47.5% | +18.6% |
| 3M | +15.7% | -34.9% | +50.5% | +18.9% |
| 6M | +19.1% | -60.7% | +79.7% | +27.1% |
| YTD | -4.1% | -29.2% | +25.2% | -3.6% |
| 1Y | +1.2% | -23.6% | +24.8% | +0.7% |
| 3Y | +31.6% | -26.8% | +58.4% | +27.9% |
| 5Y | +12.4% | +16.3% | -3.9% | +2.1% |
| All | +204.9% | -16.2% | +221.1% | +133.4% |
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 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