+107.4%
SHEL vs LBRT
-16.2%
+123.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -2.2% |
| 7D | -5.8% | -11.9% | +6.1% | -3.3% |
| 30D | -1.3% | -31.9% | +30.6% | +7.5% |
| 3M | +12.7% | -34.9% | +47.6% | +23.4% |
| 6M | +19.9% | -60.7% | +80.5% | +46.9% |
| YTD | +38.3% | -29.2% | +67.5% | +43.2% |
| 1Y | +35.7% | -23.6% | +59.3% | +37.0% |
| 3Y | +71.7% | -26.8% | +98.5% | +64.1% |
| 5Y | +158.4% | +16.3% | +142.1% | +107.5% |
| All | +107.4% | -16.2% | +123.6% | +33.1% |
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