-4.3%
SHOP vs LBRT
-25.2%
+20.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +2.4% |
| 7D | -2.7% | -11.9% | +9.3% | -3.5% |
| 30D | -11.0% | -31.9% | +20.9% | -12.8% |
| 3M | +0.3% | -34.9% | +35.2% | -1.9% |
| 6M | +37.7% | -60.7% | +98.4% | +36.4% |
| YTD | -5.5% | -29.2% | +23.7% | -16.3% |
| All | -4.3% | -25.2% | +20.9% | -20.8% |
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