+127.1%
SCHW vs LBRT
+33.5%
+93.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -0.8% | +8.7% | -9.5% | -2.2% |
| 30D | +1.5% | +6.6% | -5.1% | +0.1% |
| 3M | +24.6% | -34.5% | +59.0% | +32.2% |
| 6M | +14.5% | -24.5% | +39.0% | +17.7% |
| YTD | +10.5% | +12.7% | -2.3% | +4.9% |
| 1Y | +13.4% | +94.8% | -81.5% | -4.5% |
| 3Y | +88.3% | +31.9% | +56.4% | +63.7% |
| 5Y | +62.1% | +111.8% | -49.7% | +22.5% |
| All | +127.1% | +33.5% | +93.6% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling