+93.5%
SRE vs LBRT
-22.5%
+116.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.6% |
| 7D | -9.2% | -29.1% | +20.0% | -6.4% |
| 30D | -1.9% | -38.4% | +36.5% | +2.3% |
| 3M | -6.5% | -40.1% | +33.5% | -2.5% |
| 6M | -15.2% | -62.9% | +47.6% | -7.9% |
| YTD | -9.5% | -34.5% | +25.1% | -7.6% |
| 1Y | -13.2% | -30.2% | +17.0% | -12.1% |
| 3Y | +19.5% | -37.5% | +56.9% | +19.0% |
| 5Y | +43.6% | +7.6% | +36.0% | +33.1% |
| All | +93.5% | -22.5% | +116.0% | +46.3% |
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