+147.9%
SPMO vs LBRT
+115.1%
+32.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +2.0% | +8.7% | -6.7% | +0.7% |
| 30D | -0.4% | +6.6% | -7.0% | -1.4% |
| 3M | -1.9% | -34.5% | +32.6% | +3.5% |
| 6M | +25.0% | -24.5% | +49.5% | +28.6% |
| YTD | +26.0% | +12.7% | +13.3% | +21.5% |
| 1Y | +28.7% | +94.8% | -66.2% | +12.7% |
| 3Y | +160.9% | +31.9% | +129.1% | +133.7% |
| All | +147.9% | +115.1% | +32.7% | +99.9% |
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