-4.6%
SHOP vs LBRT
-31.1%
+26.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +3.8% |
| 7D | -5.4% | -29.1% | +23.7% | -7.0% |
| 30D | -10.3% | -38.4% | +28.1% | -12.4% |
| 3M | +1.0% | -40.1% | +41.1% | -1.5% |
| 6M | +41.2% | -62.9% | +104.1% | +39.4% |
| YTD | -7.5% | -34.5% | +27.0% | -18.1% |
| 1Y | -4.6% | -30.2% | +25.6% | -19.9% |
| All | -4.6% | -31.1% | +26.5% | -19.9% |
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 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