+698.5%
QLD vs LBRT
-16.2%
+714.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +5.0% |
| 7D | -1.4% | -11.9% | +10.5% | +1.3% |
| 30D | -19.6% | -31.9% | +12.4% | -12.7% |
| 3M | -14.1% | -34.9% | +20.7% | -6.2% |
| 6M | -13.6% | -60.7% | +47.0% | +4.4% |
| YTD | +12.5% | -29.2% | +41.8% | +17.8% |
| 1Y | +13.1% | -23.6% | +36.8% | +16.2% |
| 3Y | +154.7% | -26.8% | +181.6% | +152.2% |
| 5Y | +81.1% | +16.3% | +64.8% | +56.9% |
| All | +698.5% | -16.2% | +714.7% | +474.8% |
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