-6.1%
SHOP vs LBRT
-23.4%
+17.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.9% |
| 7D | -2.5% | -1.9% | -0.6% | -2.6% |
| 30D | -16.7% | -32.0% | +15.3% | -18.4% |
| 3M | -2.2% | -39.7% | +37.5% | -4.5% |
| 6M | +45.6% | -61.1% | +106.6% | +44.2% |
| YTD | -7.3% | -29.4% | +22.1% | -17.9% |
| 1Y | -6.1% | -24.5% | +18.4% | -22.0% |
| All | -6.1% | -23.4% | +17.3% | -22.0% |
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