+38.5%
SHEL vs LBRT
-31.1%
+69.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.6% |
| 7D | -8.8% | -29.1% | +20.3% | -5.8% |
| 30D | +2.3% | -38.4% | +40.7% | +7.1% |
| 3M | +11.6% | -40.1% | +51.6% | +16.8% |
| 6M | +15.7% | -62.9% | +78.6% | +27.7% |
| YTD | +38.6% | -34.5% | +73.1% | +43.2% |
| 1Y | +38.5% | -30.2% | +68.7% | +43.0% |
| All | +38.5% | -31.1% | +69.6% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling