+814.6%
QLD vs LBRT
+33.5%
+781.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.6% | +8.3% | -7.7% | -1.2% |
| 30D | -0.1% | +6.1% | -6.3% | -1.6% |
| 3M | -8.4% | -34.8% | +26.4% | -0.3% |
| 6M | +32.2% | -24.8% | +57.0% | +38.1% |
| YTD | +28.9% | +12.2% | +16.7% | +22.5% |
| 1Y | +43.8% | +94.0% | -50.2% | +19.2% |
| 3Y | +176.6% | +31.3% | +145.3% | +141.3% |
| 5Y | +121.6% | +111.8% | +9.7% | +68.1% |
| All | +814.6% | +33.5% | +781.1% | +497.0% |
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