+78.0%
SPYM vs LBRT
-27.1%
+105.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | +9.2% | -6.6% | +1.6% |
| 30D | -2.0% | -27.5% | +25.5% | +0.9% |
| 3M | -2.8% | -37.9% | +35.1% | +1.5% |
| 6M | +2.2% | -60.7% | +62.9% | +11.3% |
| YTD | +11.5% | -28.5% | +40.0% | +12.0% |
| 1Y | +13.5% | -13.2% | +26.7% | +11.0% |
| 3Y | +78.0% | -28.8% | +106.8% | +71.5% |
| All | +78.0% | -27.1% | +105.1% | +71.5% |
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