+105.3%
SHEL vs LBRT
-16.4%
+121.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.2% |
| 7D | -3.9% | -1.9% | -2.0% | -3.9% |
| 30D | -3.7% | -32.0% | +28.4% | +4.9% |
| 3M | +9.1% | -39.7% | +48.8% | +21.8% |
| 6M | +16.7% | -61.1% | +77.8% | +43.4% |
| YTD | +36.8% | -29.4% | +66.2% | +41.8% |
| 1Y | +31.8% | -24.5% | +56.3% | +33.5% |
| 3Y | +67.9% | -28.1% | +96.0% | +61.2% |
| 5Y | +163.3% | +23.9% | +139.5% | +107.9% |
| All | +105.3% | -16.4% | +121.6% | +31.7% |
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