+24.5%
SSPC vs LBRT
-59.6%
+84.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -13.7% | +32.0% | +12.0% |
| 7D | +29.9% | -34.8% | +64.7% | +12.0% |
| 30D | +73.6% | -43.6% | +117.2% | +45.7% |
| 3M | -46.3% | -41.2% | -5.1% | -54.4% |
| All | +24.5% | -59.6% | +84.1% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling