-11.8%
SWK vs LBRT
-14.8%
+3.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -11.2% | +24.3% | +15.3% |
| 7D | +17.9% | -25.3% | +43.2% | +24.1% |
| 30D | +31.9% | -32.9% | +64.8% | +41.4% |
| 3M | +16.6% | -33.3% | +49.9% | +24.4% |
| 6M | +61.1% | -61.0% | +122.1% | +89.5% |
| YTD | +64.2% | -28.0% | +92.2% | +66.1% |
| 1Y | +85.2% | -21.5% | +106.7% | +83.2% |
| 3Y | +50.2% | -31.5% | +81.7% | +45.8% |
| 5Y | -22.8% | +12.3% | -35.1% | -36.3% |
| All | -11.8% | -14.8% | +3.0% | -43.5% |
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