+5.2%
QLD vs LBRT
-31.1%
+36.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +1.2% |
| 7D | -10.3% | -29.1% | +18.9% | -3.4% |
| 30D | -26.1% | -38.4% | +12.3% | -18.2% |
| 3M | -17.8% | -40.1% | +22.3% | -8.9% |
| 6M | -15.6% | -62.9% | +47.3% | +0.6% |
| YTD | +5.4% | -34.5% | +39.9% | +8.0% |
| 1Y | +5.2% | -30.2% | +35.4% | +4.9% |
| All | +5.2% | -31.1% | +36.3% | +4.9% |
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 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