-7.7%
SHOP vs LBRT
-27.7%
+20.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.7% |
| 7D | +2.8% | -15.7% | +18.5% | +1.9% |
| 30D | -14.2% | -34.3% | +20.1% | -16.0% |
| 3M | -5.5% | -40.6% | +35.1% | -7.8% |
| 6M | +32.8% | -62.0% | +94.8% | +31.4% |
| YTD | -8.9% | -31.6% | +22.7% | -19.4% |
| 1Y | -7.7% | -25.8% | +18.1% | -23.7% |
| All | -7.7% | -27.7% | +20.0% | -23.7% |
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