+13.8%
SHW vs LBRT
+0.6%
+13.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.7% | -3.6% |
| 7D | +5.7% | -34.8% | +40.5% | +6.9% |
| 30D | +8.7% | -43.6% | +52.3% | +10.4% |
| 3M | -5.4% | -41.2% | +35.9% | -4.1% |
| 6M | +12.2% | -66.1% | +78.3% | +16.2% |
| YTD | +8.5% | -37.9% | +46.3% | +7.9% |
| 1Y | +4.9% | -33.9% | +38.8% | +3.9% |
| 3Y | +42.8% | -40.9% | +83.7% | +39.0% |
| All | +13.8% | +0.6% | +13.3% | +11.9% |
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