-4.9%
SHOP vs LBRT
-25.0%
+20.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.2% | +18.5% | +6.6% |
| 7D | -9.0% | -25.3% | +16.3% | -10.3% |
| 30D | -4.4% | -32.9% | +28.5% | -6.3% |
| 3M | +24.1% | -33.3% | +57.4% | +21.6% |
| 6M | +20.0% | -61.0% | +80.9% | +19.4% |
| YTD | -4.9% | -28.0% | +23.1% | -15.7% |
| 1Y | -4.9% | -21.5% | +16.6% | -21.3% |
| All | -4.9% | -25.0% | +20.1% | -21.3% |
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 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