-14.4%
SWK vs LBRT
-22.5%
+8.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.7% | -1.4% |
| 7D | +11.0% | -29.1% | +40.2% | +17.8% |
| 30D | +30.1% | -38.4% | +68.4% | +41.4% |
| 3M | +14.7% | -40.1% | +54.7% | +24.7% |
| 6M | +44.5% | -62.9% | +107.4% | +71.3% |
| YTD | +59.4% | -34.5% | +93.9% | +63.9% |
| 1Y | +77.5% | -30.2% | +107.7% | +79.4% |
| 3Y | +49.5% | -37.5% | +86.9% | +47.4% |
| 5Y | -24.9% | +7.6% | -32.5% | -37.6% |
| All | -14.4% | -22.5% | +8.1% | -44.3% |
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 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