-28.0%
SWK vs LBRT
+33.5%
-61.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -0.4% | +8.3% | -8.7% | -2.1% |
| 30D | -5.7% | +6.1% | -11.9% | -7.1% |
| 3M | +24.1% | -34.8% | +58.8% | +33.5% |
| 6M | +24.7% | -24.8% | +49.5% | +28.8% |
| YTD | +33.9% | +12.2% | +21.7% | +25.6% |
| 1Y | +34.7% | +94.0% | -59.3% | +9.4% |
| 3Y | +15.3% | +31.3% | -16.0% | -1.1% |
| 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 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