+13.2%
SPGI vs LBRT
+1.0%
+12.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.8% | -1.2% |
| 7D | +2.6% | -34.8% | +37.4% | +4.7% |
| 30D | +19.3% | -43.6% | +62.8% | +22.8% |
| 3M | +15.5% | -41.2% | +56.7% | +18.3% |
| 6M | +18.3% | -66.1% | +84.4% | +25.8% |
| YTD | -3.8% | -37.9% | +34.1% | -3.6% |
| 1Y | +1.3% | -33.9% | +35.2% | +0.7% |
| 3Y | +33.6% | -40.9% | +74.5% | +29.8% |
| 5Y | +13.2% | +2.1% | +11.1% | +4.9% |
| All | +13.2% | +1.0% | +12.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling