+66.0%
SHEL vs LBRT
+21.3%
+44.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +2.2% | +8.7% | -6.5% | +0.7% |
| 30D | +6.8% | +6.6% | +0.2% | +5.4% |
| 3M | +8.1% | -34.5% | +42.6% | +15.7% |
| 6M | +14.4% | -24.5% | +38.9% | +18.6% |
| YTD | +30.0% | +12.7% | +17.2% | +23.5% |
| 1Y | +33.3% | +94.8% | -61.5% | +10.2% |
| All | +66.0% | +21.3% | +44.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling