+83.4%
SW vs LBRT
+33.5%
+49.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -5.1% | +8.3% | -13.3% | -5.5% |
| 30D | -4.6% | +6.1% | -10.7% | -5.0% |
| 3M | +9.4% | -34.8% | +44.1% | +11.8% |
| 6M | +3.5% | -24.8% | +28.3% | +4.5% |
| YTD | +22.0% | +12.2% | +9.8% | +19.5% |
| 1Y | +2.2% | +94.0% | -91.8% | -4.4% |
| 3Y | +19.6% | +31.3% | -11.7% | +13.8% |
| 5Y | -2.3% | +111.8% | -114.2% | -10.0% |
| All | +83.4% | +33.5% | +49.9% | +71.1% |
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