-1.2%
QLD vs LBRT
-32.4%
+31.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.7% | +1.0% | -9.4% |
| 7D | -18.6% | -34.8% | +16.2% | -10.6% |
| 30D | -28.3% | -43.6% | +15.3% | -19.1% |
| 3M | -20.4% | -41.2% | +20.8% | -11.2% |
| 6M | -14.3% | -66.1% | +51.8% | +3.9% |
| YTD | +2.8% | -37.9% | +40.6% | +6.5% |
| 1Y | -1.2% | -33.9% | +32.7% | -0.8% |
| All | -1.2% | -32.4% | +31.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling