+82.9%
SCHG vs LBRT
+138.4%
-55.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | -0.9% | +10.2% | -11.1% | -2.0% |
| 30D | -2.3% | +4.9% | -7.2% | -2.9% |
| 3M | +4.5% | -21.2% | +25.8% | +6.7% |
| 6M | +13.6% | -19.9% | +33.5% | +15.1% |
| YTD | +7.6% | +20.8% | -13.2% | +2.9% |
| 1Y | +13.0% | +123.5% | -110.5% | -1.4% |
| 3Y | +87.0% | +30.9% | +56.0% | +69.6% |
| 5Y | +82.9% | +136.3% | -53.4% | +52.7% |
| All | +82.9% | +138.4% | -55.6% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling