+120.5%
SHOP vs LBRT
+26.0%
+94.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -5.1% | +8.7% | -13.8% | -6.5% |
| 30D | +0.6% | +6.6% | -6.0% | -0.8% |
| 3M | +25.0% | -34.5% | +59.5% | +34.2% |
| 6M | +11.9% | -24.5% | +36.4% | +14.8% |
| YTD | -9.9% | +12.7% | -22.6% | -17.1% |
| 1Y | 0.0% | +94.8% | -94.9% | -21.9% |
| All | +120.5% | +26.0% | +94.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling