+1,193.5%
SHOP vs LBRT
-26.4%
+1,220.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.7% | +7.6% | -4.6% |
| 7D | -13.9% | -34.8% | +20.9% | -10.0% |
| 30D | -12.6% | -43.6% | +31.0% | -7.3% |
| 3M | -0.3% | -41.2% | +40.9% | +4.8% |
| 6M | +33.6% | -66.1% | +99.6% | +48.6% |
| YTD | -10.7% | -37.9% | +27.2% | -8.7% |
| 1Y | -11.8% | -33.9% | +22.1% | -10.6% |
| 3Y | +133.9% | -40.9% | +174.7% | +133.4% |
| 5Y | -5.9% | +2.1% | -8.0% | -12.5% |
| All | +1,193.5% | -26.4% | +1,220.0% | +1,018.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling