-80.9%
SPXS vs LBRT
-28.3%
-52.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.1% | -15.1% | -4.5% |
| 7D | -1.5% | -11.9% | +10.4% | -4.2% |
| 30D | +9.6% | -31.9% | +41.6% | -0.7% |
| 3M | +8.5% | -34.9% | +43.3% | -2.5% |
| 6M | -5.8% | -60.7% | +54.9% | -26.6% |
| YTD | -25.4% | -29.2% | +3.8% | -26.7% |
| 1Y | -28.8% | -23.6% | -5.2% | -27.3% |
| 3Y | -80.9% | -26.8% | -54.1% | -76.8% |
| All | -80.9% | -28.3% | -52.6% | -76.8% |
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 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