+171.0%
SHW vs LBRT
-19.0%
+190.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +4.2% | -15.7% | +19.9% | +5.4% |
| 30D | +11.3% | -34.3% | +45.5% | +14.3% |
| 3M | -1.8% | -40.6% | +38.8% | +1.5% |
| 6M | +12.7% | -62.0% | +74.7% | +20.1% |
| YTD | +10.4% | -31.6% | +42.1% | +11.1% |
| 1Y | +4.7% | -25.8% | +30.5% | +4.4% |
| 3Y | +42.7% | -30.4% | +73.1% | +39.4% |
| 5Y | +14.5% | +18.7% | -4.1% | +3.5% |
| All | +171.0% | -19.0% | +190.0% | +102.5% |
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