+217.7%
SPYM vs LBRT
+43.0%
+174.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.8% |
| 7D | -0.4% | +10.2% | -10.5% | -1.5% |
| 30D | -1.4% | +4.9% | -6.2% | -2.0% |
| 3M | +3.7% | -21.2% | +25.0% | +5.9% |
| 6M | +13.0% | -19.9% | +33.0% | +14.6% |
| YTD | +12.5% | +20.8% | -8.3% | +8.0% |
| 1Y | +18.6% | +123.5% | -104.9% | +4.5% |
| 3Y | +78.0% | +30.9% | +47.1% | +63.2% |
| 5Y | +82.3% | +136.3% | -54.0% | +50.8% |
| All | +217.7% | +43.0% | +174.7% | +134.9% |
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