+256.4%
SPYG vs LBRT
-22.5%
+278.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.3% |
| 7D | -3.6% | -29.1% | +25.5% | -0.1% |
| 30D | -11.2% | -38.4% | +27.2% | -6.6% |
| 3M | -8.1% | -40.1% | +32.0% | -3.2% |
| 6M | -3.3% | -62.9% | +59.6% | +6.7% |
| YTD | +5.5% | -34.5% | +40.1% | +8.4% |
| 1Y | +7.0% | -30.2% | +37.2% | +8.9% |
| 3Y | +89.5% | -37.5% | +127.0% | +89.6% |
| 5Y | +63.3% | +7.6% | +55.7% | +50.6% |
| All | +256.4% | -22.5% | +278.8% | +188.3% |
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