-98.9%
SPXS vs LBRT
-16.2%
-82.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.1% | -15.1% | -4.2% |
| 7D | -1.5% | -11.9% | +10.4% | -4.7% |
| 30D | +9.6% | -31.9% | +41.6% | -2.2% |
| 3M | +8.5% | -34.9% | +43.3% | -4.1% |
| 6M | -5.8% | -60.7% | +54.9% | -28.6% |
| YTD | -25.4% | -29.2% | +3.8% | -29.1% |
| 1Y | -28.8% | -23.6% | -5.2% | -29.9% |
| 3Y | -80.9% | -26.8% | -54.1% | -78.2% |
| 5Y | -83.1% | +16.3% | -99.4% | -73.7% |
| All | -98.9% | -16.2% | -82.7% | -96.8% |
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