+23.9%
LBRT vs SHAK
-10.3%
+34.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | -32.0% | +8.2% | -40.3% | -33.0% |
| 3M | -39.7% | +4.6% | -44.2% | -40.3% |
| 6M | -61.1% | +16.3% | -77.4% | -62.5% |
| YTD | -29.4% | -7.6% | -21.8% | -30.8% |
| 1Y | -24.5% | -18.7% | -5.7% | -24.1% |
| 3Y | -28.1% | +36.4% | -64.5% | -36.6% |
| 5Y | +23.9% | -10.5% | +34.4% | +23.0% |
| All | +23.9% | -10.3% | +34.2% | +23.0% |
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