-43.6%
SWKS vs LBRT
+6.0%
-49.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | +0.1% |
| 7D | -6.2% | -29.1% | +23.0% | +0.4% |
| 30D | -1.5% | -38.4% | +36.9% | +8.3% |
| 3M | +23.0% | -40.1% | +63.0% | +35.3% |
| 6M | +27.6% | -62.9% | +90.5% | +54.3% |
| YTD | +32.3% | -34.5% | +66.8% | +39.9% |
| 1Y | +20.1% | -30.2% | +50.3% | +24.8% |
| 3Y | +0.6% | -37.5% | +38.1% | +0.9% |
| All | -43.6% | +6.0% | -49.6% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling