+647.7%
QLD vs LBRT
-22.5%
+670.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +1.3% |
| 7D | -10.3% | -29.1% | +18.9% | -3.4% |
| 30D | -26.1% | -38.4% | +12.3% | -17.9% |
| 3M | -17.8% | -40.1% | +22.3% | -8.5% |
| 6M | -15.6% | -62.9% | +47.3% | +3.4% |
| YTD | +5.4% | -34.5% | +39.9% | +12.2% |
| 1Y | +5.2% | -30.2% | +35.4% | +10.3% |
| 3Y | +139.4% | -37.5% | +176.9% | +145.0% |
| 5Y | +66.7% | +7.6% | +59.1% | +47.0% |
| All | +647.7% | -22.5% | +670.2% | +447.6% |
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