+361.4%
SPMO vs LBRT
+38.7%
+322.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | 0.0% |
| 7D | +3.4% | +6.9% | -3.6% | +2.6% |
| 30D | +0.5% | +7.8% | -7.3% | -0.4% |
| 3M | +1.9% | -25.3% | +27.2% | +4.7% |
| 6M | +27.8% | -19.6% | +47.4% | +29.7% |
| YTD | +26.7% | +17.2% | +9.5% | +22.8% |
| 1Y | +28.9% | +114.1% | -85.2% | +15.7% |
| 3Y | +160.7% | +27.0% | +133.7% | +142.6% |
| 5Y | +150.2% | +128.3% | +21.9% | +114.6% |
| All | +361.4% | +38.7% | +322.6% | +260.5% |
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