+260.6%
SPOT vs LBRT
-38.0%
+298.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.2% | -1.9% |
| 7D | +1.6% | -29.1% | +30.8% | +1.7% |
| 30D | +17.6% | -38.4% | +55.9% | +18.1% |
| 3M | +26.9% | -40.1% | +67.0% | +27.4% |
| 6M | +41.8% | -62.9% | +104.7% | +45.4% |
| YTD | +3.8% | -34.5% | +38.4% | +1.7% |
| 1Y | -2.5% | -30.2% | +27.7% | -5.1% |
| 3Y | +260.6% | -37.5% | +298.0% | +243.2% |
| All | +260.6% | -38.0% | +298.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling