+43.9%
SHW vs LBRT
-28.0%
+71.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.9% |
| 3M | -2.2% | -39.7% | +37.5% | -1.1% |
| 6M | +14.3% | -61.1% | +75.4% | +17.5% |
| YTD | +10.6% | -29.4% | +40.0% | +8.4% |
| 1Y | +4.1% | -24.5% | +28.5% | +1.3% |
| All | +43.9% | -28.0% | +71.9% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling