+301.7%
SPOT vs LBRT
-14.4%
+316.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +13.8% | -16.4% | -3.5% |
| 30D | +13.5% | -32.4% | +45.9% | +16.2% |
| 3M | +22.2% | -39.9% | +62.1% | +26.1% |
| 6M | +38.3% | -60.8% | +99.1% | +47.1% |
| YTD | +3.1% | -29.3% | +32.3% | +3.2% |
| 1Y | -7.6% | -18.9% | +11.3% | -8.8% |
| 3Y | +250.0% | -28.0% | +278.0% | +240.4% |
| 5Y | +113.3% | +26.6% | +86.7% | +93.3% |
| All | +301.7% | -14.4% | +316.1% | +243.2% |
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