-2.9%
SHOP vs LBRT
+6.0%
-8.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +2.8% |
| 7D | -5.4% | -29.1% | +23.7% | -1.1% |
| 30D | -10.3% | -38.4% | +28.1% | -4.3% |
| 3M | +1.0% | -40.1% | +41.1% | +7.5% |
| 6M | +41.2% | -62.9% | +104.1% | +61.3% |
| YTD | -7.5% | -34.5% | +27.0% | -6.8% |
| 1Y | -4.6% | -30.2% | +25.6% | -5.4% |
| 3Y | +146.4% | -37.5% | +183.9% | +136.3% |
| All | -2.9% | +6.0% | -8.9% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling