+33.3%
SHEL vs LBRT
+101.6%
-68.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.2% | +8.7% | -6.5% | +1.4% |
| 30D | +6.8% | +6.6% | +0.2% | +6.1% |
| 3M | +8.1% | -34.5% | +42.6% | +12.5% |
| 6M | +14.4% | -24.5% | +38.9% | +17.2% |
| YTD | +30.0% | +12.7% | +17.2% | +27.8% |
| 1Y | +33.3% | +94.8% | -61.5% | +22.9% |
| All | +33.3% | +101.6% | -68.3% | +22.9% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling