+154.5%
SHW vs LBRT
+33.5%
+121.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -3.2% | +8.3% | -11.5% | -3.9% |
| 30D | -9.5% | +6.1% | -15.7% | -10.1% |
| 3M | +11.5% | -34.8% | +46.2% | +14.7% |
| 6M | -3.5% | -24.8% | +21.3% | -2.3% |
| YTD | +3.7% | +12.2% | -8.5% | +1.1% |
| 1Y | -7.9% | +94.0% | -101.9% | -15.3% |
| 3Y | +24.7% | +31.3% | -6.6% | +16.3% |
| 5Y | +13.6% | +111.8% | -98.2% | -1.9% |
| All | +154.5% | +33.5% | +121.0% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling