+83.4%
SW vs LBRT
+33.5%
+49.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -5.1% | +8.7% | -13.8% | -5.5% |
| 30D | -4.6% | +6.6% | -11.2% | -5.0% |
| 3M | +9.4% | -34.5% | +43.9% | +11.7% |
| 6M | +3.5% | -24.5% | +28.0% | +4.4% |
| YTD | +22.0% | +12.7% | +9.3% | +19.5% |
| 1Y | +2.2% | +94.8% | -92.6% | -4.4% |
| 3Y | +19.6% | +31.9% | -12.3% | +13.8% |
| 5Y | -2.3% | +111.8% | -114.2% | -10.0% |
| All | +83.4% | +33.5% | +49.9% | +71.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling