+84.8%
SCHG vs LBRT
+29.0%
+55.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | -0.9% | +10.2% | -11.1% | -1.9% |
| 30D | -2.3% | +4.9% | -7.2% | -2.9% |
| 3M | +4.5% | -21.2% | +25.8% | +6.6% |
| 6M | +13.6% | -19.9% | +33.5% | +14.9% |
| YTD | +7.6% | +20.8% | -13.2% | +2.6% |
| 1Y | +13.0% | +123.5% | -110.5% | -2.4% |
| All | +84.8% | +29.0% | +55.8% | +68.0% |
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