+78.9%
SCHG vs LBRT
-27.1%
+106.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +2.7% | +9.2% | -6.5% | +1.7% |
| 30D | -5.2% | -27.5% | +22.3% | -2.1% |
| 3M | -5.2% | -37.9% | +32.7% | -0.6% |
| 6M | -0.6% | -60.7% | +60.1% | +9.1% |
| YTD | +4.7% | -28.5% | +33.2% | +5.1% |
| 1Y | +6.0% | -13.2% | +19.2% | +3.4% |
| 3Y | +78.9% | -28.8% | +107.7% | +72.5% |
| All | +78.9% | -27.1% | +106.0% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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