+17.8%
SCHW vs LBRT
+110.8%
-92.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +0.7% |
| 7D | -2.8% | +2.3% | -5.1% | -2.8% |
| 30D | -0.1% | -2.9% | +2.9% | 0.0% |
| 3M | +20.6% | -26.1% | +46.7% | +21.1% |
| 6M | +15.9% | -26.2% | +42.1% | +16.2% |
| YTD | +8.5% | +13.7% | -5.2% | +6.6% |
| 1Y | +17.8% | +93.6% | -75.7% | +15.5% |
| All | +17.8% | +110.8% | -92.9% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling