+115.1%
SPMO vs LBRT
-38.0%
+153.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.8% |
| 7D | -8.7% | -29.1% | +20.4% | -4.1% |
| 30D | -18.7% | -38.4% | +19.7% | -12.9% |
| 3M | -16.4% | -40.1% | +23.6% | -10.3% |
| 6M | -11.9% | -62.9% | +51.0% | +0.3% |
| YTD | +4.9% | -34.5% | +39.4% | +9.1% |
| 1Y | +6.2% | -30.2% | +36.4% | +9.2% |
| 3Y | +115.1% | -37.5% | +152.6% | +114.6% |
| All | +115.1% | -38.0% | +153.1% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling