+171.3%
SHW vs LBRT
-16.4%
+187.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -2.1% | -1.9% | -0.2% | -2.1% |
| 30D | +11.1% | -32.0% | +43.1% | +13.8% |
| 3M | -2.2% | -39.7% | +37.5% | +1.0% |
| 6M | +14.3% | -61.1% | +75.4% | +21.6% |
| YTD | +10.6% | -29.4% | +40.0% | +11.0% |
| 1Y | +4.1% | -24.5% | +28.5% | +3.6% |
| 3Y | +42.9% | -28.1% | +70.9% | +39.2% |
| 5Y | +14.2% | +23.9% | -9.7% | +2.8% |
| All | +171.3% | -16.4% | +187.7% | +102.2% |
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 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