+95.0%
SHEL vs LBRT
+33.5%
+61.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +2.2% | +8.7% | -6.5% | +0.1% |
| 30D | +6.8% | +6.6% | +0.2% | +4.8% |
| 3M | +8.1% | -34.5% | +42.6% | +18.3% |
| 6M | +14.4% | -24.5% | +38.9% | +19.9% |
| YTD | +30.0% | +12.7% | +17.2% | +21.5% |
| 1Y | +33.3% | +94.8% | -61.5% | +5.1% |
| 3Y | +66.4% | +31.9% | +34.6% | +38.2% |
| 5Y | +178.6% | +111.8% | +66.7% | +93.1% |
| All | +95.0% | +33.5% | +61.5% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling