-9.4%
SWKS vs LBRT
+33.5%
-42.9%
-72.9%
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 | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +12.5% | +8.7% | +3.8% | +10.7% |
| 30D | +10.5% | +6.6% | +3.9% | +8.9% |
| 3M | -7.4% | -34.5% | +27.1% | -0.6% |
| 6M | +32.7% | -24.5% | +57.2% | +38.1% |
| YTD | +19.2% | +12.7% | +6.4% | +14.3% |
| 1Y | +2.4% | +94.8% | -92.5% | -12.7% |
| 3Y | -25.6% | +31.9% | -57.5% | -33.8% |
| 5Y | -53.4% | +111.8% | -165.3% | -63.5% |
| All | -9.4% | +33.5% | -42.9% | -39.9% |
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