+80.8%
SW vs LBRT
-14.8%
+95.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.2% | +15.3% | +4.6% |
| 7D | +12.1% | -25.3% | +37.4% | +13.6% |
| 30D | +6.6% | -32.9% | +39.4% | +8.6% |
| 3M | -6.0% | -33.3% | +27.3% | -4.4% |
| 6M | +21.5% | -61.0% | +82.4% | +27.1% |
| YTD | +20.3% | -28.0% | +48.3% | +20.3% |
| 1Y | +28.1% | -21.5% | +49.7% | +27.2% |
| 3Y | +51.6% | -31.5% | +83.1% | +48.6% |
| 5Y | -0.1% | +12.3% | -12.5% | -5.1% |
| All | +80.8% | -14.8% | +95.6% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling