+10.0%
SWKS vs LBRT
-15.3%
+25.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +9.4% | +9.2% | +0.2% | +7.6% |
| 30D | +17.0% | -27.5% | +44.5% | +23.4% |
| 3M | +28.9% | -37.9% | +66.8% | +39.6% |
| 6M | +33.1% | -60.7% | +93.8% | +55.9% |
| YTD | +44.8% | -28.5% | +73.3% | +50.0% |
| 1Y | +36.2% | -13.2% | +49.4% | +35.7% |
| 3Y | +11.5% | -28.8% | +40.3% | +10.6% |
| 5Y | -37.1% | +28.0% | -65.0% | -45.8% |
| All | +10.0% | -15.3% | +25.4% | -21.2% |
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