-28.0%
SWK vs LBRT
+33.5%
-61.5%
-71.3%
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 | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.4% | +8.7% | -9.2% | -2.2% |
| 30D | -5.7% | +6.6% | -12.3% | -7.2% |
| 3M | +24.1% | -34.5% | +58.5% | +33.4% |
| 6M | +24.7% | -24.5% | +49.2% | +28.7% |
| YTD | +33.9% | +12.7% | +21.2% | +25.4% |
| 1Y | +34.7% | +94.8% | -60.2% | +9.3% |
| 3Y | +15.3% | +31.9% | -16.6% | -1.2% |
| 5Y | -39.3% | +111.8% | -151.1% | -55.9% |
| All | -28.0% | +33.5% | -61.5% | -57.3% |
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