+11.0%
SHW vs LBRT
+25.3%
-14.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | +13.8% | -13.2% | +0.3% |
| 30D | +8.4% | -32.4% | +40.8% | +9.5% |
| 3M | -2.2% | -39.9% | +37.7% | -0.8% |
| 6M | +13.3% | -60.8% | +74.2% | +16.9% |
| YTD | +9.2% | -29.3% | +38.5% | +8.3% |
| 1Y | +2.9% | -18.9% | +21.8% | +1.0% |
| 3Y | +41.1% | -28.0% | +69.1% | +36.4% |
| 5Y | +11.0% | +26.6% | -15.6% | +7.0% |
| All | +11.0% | +25.3% | -14.4% | +7.0% |
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