+33.5%
LBRT vs SHAK
+57.5%
-24.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +6.6% | -6.6% | +13.2% | +8.5% |
| 3M | -34.5% | +30.1% | -64.5% | -40.3% |
| 6M | -24.5% | -28.7% | +4.3% | -20.0% |
| YTD | +12.7% | -14.5% | +27.2% | +11.5% |
| 1Y | +94.8% | -31.9% | +126.7% | +105.7% |
| 3Y | +31.9% | -1.0% | +32.8% | +14.0% |
| 5Y | +111.8% | -18.7% | +130.5% | +80.8% |
| All | +33.5% | +57.5% | -24.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling