+359.1%
SPMO vs LBRT
+33.5%
+325.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.4% |
| 7D | +2.0% | +8.3% | -6.3% | +1.1% |
| 30D | -0.4% | +6.1% | -6.5% | -1.1% |
| 3M | -1.9% | -34.8% | +32.9% | +2.4% |
| 6M | +25.0% | -24.8% | +49.9% | +27.9% |
| YTD | +26.0% | +12.2% | +13.8% | +22.8% |
| 1Y | +28.7% | +94.0% | -65.3% | +16.8% |
| 3Y | +160.9% | +31.3% | +129.6% | +142.0% |
| 5Y | +147.9% | +111.8% | +36.1% | +114.4% |
| All | +359.1% | +33.5% | +325.6% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling