+3.0%
SSPC vs LBRT
-57.4%
+60.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.4% | -22.7% | -14.6% |
| 7D | -4.7% | -29.1% | +24.5% | -14.2% |
| 30D | +36.7% | -38.4% | +75.1% | +19.6% |
| 3M | -49.4% | -40.1% | -9.4% | -55.7% |
| All | +3.0% | -57.4% | +60.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling