+34.6%
LBRT vs SHAK
+40.0%
-5.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.3% |
| 7D | +2.3% | -11.0% | +13.3% | +5.7% |
| 30D | -2.9% | -14.0% | +11.1% | +1.2% |
| 3M | -26.1% | +13.3% | -39.4% | -30.0% |
| 6M | -26.2% | -35.3% | +9.2% | -19.7% |
| YTD | +13.7% | -24.0% | +37.6% | +16.2% |
| 1Y | +93.6% | -36.7% | +130.3% | +108.0% |
| 3Y | +23.2% | -5.4% | +28.6% | +7.5% |
| 5Y | +125.5% | -24.9% | +150.4% | +95.4% |
| All | +34.6% | +40.0% | -5.4% | -24.5% |
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