+257.9%
SPOT vs LBRT
-27.1%
+285.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | +1.6% | +9.2% | -7.6% | +1.6% |
| 30D | +16.9% | -27.5% | +44.4% | +17.2% |
| 3M | +23.0% | -37.9% | +60.8% | +23.6% |
| 6M | +42.2% | -60.7% | +102.9% | +45.9% |
| YTD | +5.5% | -28.5% | +34.0% | +3.3% |
| 1Y | -5.1% | -13.2% | +8.1% | -8.7% |
| 3Y | +257.9% | -28.8% | +286.7% | +240.4% |
| All | +257.9% | -27.1% | +285.0% | +240.4% |
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