-9.4%
SWKS vs LBRT
+33.5%
-42.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +12.5% | +8.3% | +4.3% | +10.8% |
| 30D | +10.5% | +6.1% | +4.4% | +9.0% |
| 3M | -7.4% | -34.8% | +27.4% | -0.5% |
| 6M | +32.7% | -24.8% | +57.5% | +38.2% |
| YTD | +19.2% | +12.2% | +6.9% | +14.4% |
| 1Y | +2.4% | +94.0% | -91.6% | -12.7% |
| 3Y | -25.6% | +31.3% | -56.9% | -33.7% |
| 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 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