-0.7%
SWKS vs LBRT
-26.4%
+25.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | +0.5% |
| 7D | -9.2% | -34.8% | +25.6% | -2.0% |
| 30D | -1.9% | -43.6% | +41.7% | +8.5% |
| 3M | +21.2% | -41.2% | +62.5% | +32.6% |
| 6M | +12.9% | -66.1% | +79.0% | +36.0% |
| YTD | +30.7% | -37.9% | +68.6% | +39.1% |
| 1Y | +14.1% | -33.9% | +48.0% | +19.7% |
| 3Y | -1.7% | -40.9% | +39.2% | +1.0% |
| 5Y | -43.0% | +2.1% | -45.1% | -48.8% |
| All | -0.7% | -26.4% | +25.8% | -26.9% |
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