+94.0%
LBRT vs SHAK
-34.0%
+128.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +8.3% | -0.7% | +9.0% | +8.2% |
| 30D | +6.1% | -6.6% | +12.8% | +5.7% |
| 3M | -34.8% | +30.1% | -64.8% | -33.5% |
| 6M | -24.8% | -28.7% | +3.9% | -24.5% |
| YTD | +12.2% | -14.5% | +26.7% | +14.3% |
| 1Y | +94.0% | -31.9% | +125.9% | +100.4% |
| All | +94.0% | -34.0% | +128.0% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling