+264.0%
SPOT vs LBRT
+36.4%
+227.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -3.3% |
| 7D | -0.9% | +8.7% | -9.7% | -1.6% |
| 30D | +12.5% | +6.6% | +5.9% | +11.8% |
| 3M | +9.9% | -34.5% | +44.4% | +13.1% |
| 6M | +1.6% | -24.5% | +26.1% | +2.9% |
| YTD | -6.6% | +12.7% | -19.3% | -9.1% |
| 1Y | -22.9% | +94.8% | -117.8% | -29.3% |
| 3Y | +244.3% | +31.9% | +212.4% | +220.5% |
| 5Y | +117.8% | +111.8% | +6.0% | +89.9% |
| All | +264.0% | +36.4% | +227.7% | +202.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling