+202.8%
SPGI vs LBRT
-22.5%
+225.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.4% |
| 7D | +0.3% | -29.1% | +29.4% | +2.8% |
| 30D | +18.4% | -38.4% | +56.8% | +22.5% |
| 3M | +15.7% | -40.1% | +55.8% | +19.8% |
| 6M | +17.3% | -62.9% | +80.2% | +25.8% |
| YTD | -4.7% | -34.5% | +29.8% | -3.7% |
| 1Y | +1.8% | -30.2% | +32.0% | +2.1% |
| 3Y | +31.7% | -37.5% | +69.2% | +29.8% |
| 5Y | +12.1% | +7.6% | +4.5% | +2.4% |
| All | +202.8% | -22.5% | +225.2% | +133.2% |
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