+251.0%
SPOT vs LBRT
+46.1%
+204.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.3% |
| 7D | -6.5% | +10.2% | -16.7% | -7.2% |
| 30D | +2.2% | +4.9% | -2.7% | +1.7% |
| 3M | +5.4% | -21.2% | +26.6% | +6.9% |
| 6M | -4.0% | -19.9% | +15.9% | -3.2% |
| YTD | -9.9% | +20.8% | -30.7% | -12.8% |
| 1Y | -27.3% | +123.5% | -150.8% | -34.1% |
| 3Y | +236.4% | +30.9% | +205.5% | +213.8% |
| 5Y | +112.6% | +136.3% | -23.7% | +83.7% |
| All | +251.0% | +46.1% | +204.9% | +189.8% |
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