+14.1%
QLD vs LBRT
-17.1%
+31.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.7% |
| 7D | +7.0% | +9.2% | -2.2% | +4.7% |
| 30D | -14.3% | -27.5% | +13.2% | -8.7% |
| 3M | -16.0% | -37.9% | +21.9% | -8.0% |
| 6M | -14.2% | -60.7% | +46.5% | 0.0% |
| YTD | +12.8% | -28.5% | +41.3% | +12.2% |
| 1Y | +14.1% | -13.2% | +27.3% | +1.4% |
| All | +14.1% | -17.1% | +31.2% | +1.4% |
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