-15.3%
LBRT vs SHAK
+70.2%
-85.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.2% |
| 7D | +9.2% | +4.3% | +4.9% | +7.9% |
| 30D | -27.5% | +9.0% | -36.6% | -29.5% |
| 3M | -37.9% | +1.8% | -39.7% | -38.8% |
| 6M | -60.7% | +17.3% | -78.0% | -63.5% |
| YTD | -28.5% | -7.6% | -20.9% | -31.4% |
| 1Y | -13.2% | -16.9% | +3.7% | -14.2% |
| 3Y | -28.8% | +35.1% | -63.8% | -44.8% |
| 5Y | +28.0% | -11.3% | +39.2% | +7.5% |
| All | -15.3% | +70.2% | -85.5% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling