+160.4%
SHEL vs LBRT
+6.0%
+154.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -2.3% |
| 7D | -8.8% | -29.1% | +20.3% | -1.8% |
| 30D | +2.3% | -38.4% | +40.7% | +13.4% |
| 3M | +11.6% | -40.1% | +51.6% | +23.9% |
| 6M | +15.7% | -62.9% | +78.6% | +42.5% |
| YTD | +38.6% | -34.5% | +73.1% | +45.1% |
| 1Y | +38.5% | -30.2% | +68.7% | +41.8% |
| 3Y | +66.9% | -37.5% | +104.3% | +64.5% |
| All | +160.4% | +6.0% | +154.4% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling