+284.3%
SPYG vs LBRT
+38.7%
+245.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +1.2% | +6.9% | -5.7% | +0.4% |
| 30D | -1.6% | +7.8% | -9.4% | -2.5% |
| 3M | +3.4% | -25.3% | +28.6% | +6.0% |
| 6M | +18.9% | -19.6% | +38.5% | +20.5% |
| YTD | +13.8% | +17.2% | -3.4% | +10.1% |
| 1Y | +20.6% | +114.1% | -93.5% | +8.0% |
| 3Y | +100.5% | +27.0% | +73.5% | +86.0% |
| 5Y | +84.6% | +128.3% | -43.7% | +56.8% |
| All | +284.3% | +38.7% | +245.5% | +192.6% |
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