+79.4%
SCHW vs LBRT
-27.1%
+106.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +2.0% | +9.2% | -7.2% | +1.3% |
| 30D | -3.6% | -27.5% | +23.9% | -1.4% |
| 3M | -15.0% | -37.9% | +22.9% | -12.0% |
| 6M | +2.6% | -60.7% | +63.3% | +10.6% |
| YTD | -5.7% | -28.5% | +22.8% | -6.4% |
| 1Y | -0.9% | -13.2% | +12.3% | -4.2% |
| 3Y | +79.4% | -28.8% | +108.2% | +71.5% |
| All | +79.4% | -27.1% | +106.5% | +71.5% |
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