+162.4%
SHW vs LBRT
-22.5%
+184.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.8% |
| 7D | +3.5% | -29.1% | +32.6% | +5.8% |
| 30D | +9.2% | -38.4% | +47.6% | +12.7% |
| 3M | -5.1% | -40.1% | +35.0% | -2.0% |
| 6M | +6.8% | -62.9% | +69.7% | +14.0% |
| YTD | +7.0% | -34.5% | +41.5% | +7.9% |
| 1Y | +4.1% | -30.2% | +34.3% | +4.3% |
| 3Y | +41.1% | -37.5% | +78.5% | +39.0% |
| 5Y | +12.9% | +7.6% | +5.3% | +2.9% |
| All | +162.4% | -22.5% | +184.9% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling