+93.9%
SCHW vs LBRT
-15.3%
+109.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +2.0% | +9.2% | -7.2% | +0.4% |
| 30D | -3.6% | -27.5% | +23.9% | +0.9% |
| 3M | -15.0% | -37.9% | +22.9% | -9.0% |
| 6M | +2.6% | -60.7% | +63.3% | +17.5% |
| YTD | -5.7% | -28.5% | +22.8% | -4.4% |
| 1Y | -0.9% | -13.2% | +12.3% | -3.3% |
| 3Y | +79.4% | -28.8% | +108.2% | +72.6% |
| 5Y | +21.2% | +28.0% | -6.7% | -0.7% |
| All | +93.9% | -15.3% | +109.2% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling