+264.0%
SPOT vs LBRT
+36.4%
+227.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.2% |
| 7D | -0.9% | +8.3% | -9.2% | -1.6% |
| 30D | +12.5% | +6.1% | +6.3% | +11.8% |
| 3M | +9.9% | -34.8% | +44.7% | +13.2% |
| 6M | +1.6% | -24.8% | +26.4% | +2.9% |
| YTD | -6.6% | +12.2% | -18.8% | -9.1% |
| 1Y | -22.9% | +94.0% | -116.9% | -29.3% |
| 3Y | +244.3% | +31.3% | +213.0% | +220.6% |
| 5Y | +117.8% | +111.8% | +6.0% | +89.9% |
| All | +264.0% | +36.4% | +227.7% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling