+136.3%
LBRT vs SHAK
-25.9%
+162.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +4.1% |
| 7D | +10.2% | -7.2% | +17.4% | +11.4% |
| 30D | +4.9% | -11.8% | +16.7% | +6.8% |
| 3M | -21.2% | +17.2% | -38.4% | -23.9% |
| 6M | -19.9% | -34.1% | +14.2% | -16.0% |
| YTD | +20.8% | -22.4% | +43.1% | +22.0% |
| 1Y | +123.5% | -35.9% | +159.5% | +133.5% |
| 3Y | +30.9% | -3.4% | +34.3% | +23.9% |
| 5Y | +136.3% | -25.4% | +161.7% | +128.8% |
| All | +136.3% | -25.9% | +162.2% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling