-29.7%
LBRT vs SHAK
+36.5%
-66.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | -1.9% | +3.0% | -4.9% | -2.2% |
| 30D | -32.0% | +8.2% | -40.3% | -32.9% |
| 3M | -39.7% | +4.6% | -44.2% | -40.2% |
| 6M | -61.1% | +16.3% | -77.4% | -62.4% |
| YTD | -29.4% | -7.6% | -21.8% | -31.0% |
| 1Y | -24.5% | -18.7% | -5.7% | -23.9% |
| All | -29.7% | +36.5% | -66.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling