+298.9%
SPMO vs LBRT
-16.2%
+315.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +3.4% |
| 7D | -1.9% | -11.9% | +10.0% | -0.6% |
| 30D | -14.1% | -31.9% | +17.9% | -10.4% |
| 3M | -13.1% | -34.9% | +21.8% | -9.0% |
| 6M | -9.4% | -60.7% | +51.3% | -0.2% |
| YTD | +9.5% | -29.2% | +38.7% | +12.2% |
| 1Y | +10.5% | -23.6% | +34.1% | +12.1% |
| 3Y | +124.4% | -26.8% | +151.2% | +122.1% |
| 5Y | +110.5% | +16.3% | +94.2% | +94.5% |
| All | +298.9% | -16.2% | +315.1% | +229.3% |
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