+19.6%
SW vs LBRT
+25.4%
-5.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -5.1% | +8.3% | -13.3% | -5.8% |
| 30D | -4.6% | +6.1% | -10.7% | -5.3% |
| 3M | +9.4% | -34.8% | +44.1% | +14.4% |
| 6M | +3.5% | -24.8% | +28.3% | +5.2% |
| YTD | +22.0% | +12.2% | +9.8% | +14.8% |
| 1Y | +2.2% | +94.0% | -91.8% | -16.3% |
| All | +19.6% | +25.4% | -5.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling