+99.9%
SHEL vs LBRT
+38.7%
+61.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.5% |
| 7D | +1.9% | +6.9% | -5.0% | +0.2% |
| 30D | +8.7% | +7.8% | +0.9% | +6.3% |
| 3M | +11.0% | -25.3% | +36.2% | +17.6% |
| 6M | +14.6% | -19.6% | +34.1% | +18.1% |
| YTD | +33.3% | +17.2% | +16.1% | +23.4% |
| 1Y | +37.9% | +114.1% | -76.2% | +6.0% |
| 3Y | +69.7% | +27.0% | +42.7% | +42.7% |
| 5Y | +190.2% | +128.3% | +61.9% | +97.3% |
| All | +99.9% | +38.7% | +61.2% | +14.6% |
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