-5.6%
SHOP vs LBRT
+115.1%
-120.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -5.1% | +8.7% | -13.8% | -6.4% |
| 30D | +0.6% | +6.6% | -6.0% | -0.6% |
| 3M | +25.0% | -34.5% | +59.5% | +32.7% |
| 6M | +11.9% | -24.5% | +36.4% | +14.6% |
| YTD | -9.9% | +12.7% | -22.6% | -15.2% |
| 1Y | 0.0% | +94.8% | -94.9% | -16.6% |
| 3Y | +117.5% | +31.9% | +85.6% | +89.8% |
| All | -5.6% | +115.1% | -120.7% | -23.4% |
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