+308.8%
SPOT vs LBRT
-14.4%
+323.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.4% |
| 7D | +2.5% | -11.9% | +14.5% | +3.3% |
| 30D | +15.1% | -31.9% | +47.1% | +17.9% |
| 3M | +24.8% | -34.9% | +59.6% | +27.9% |
| 6M | +45.8% | -60.7% | +106.4% | +55.0% |
| YTD | +4.9% | -29.2% | +34.1% | +5.0% |
| 1Y | -1.3% | -23.6% | +22.4% | -2.0% |
| 3Y | +257.7% | -26.8% | +284.5% | +247.3% |
| 5Y | +118.5% | +16.3% | +102.2% | +99.3% |
| All | +308.8% | -14.4% | +323.1% | +249.2% |
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