+629.1%
QLD vs LBRT
-26.4%
+655.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.7% | +1.0% | -9.7% |
| 7D | -18.6% | -34.8% | +16.2% | -10.6% |
| 30D | -28.3% | -43.6% | +15.3% | -18.8% |
| 3M | -20.4% | -41.2% | +20.8% | -11.1% |
| 6M | -14.3% | -66.1% | +51.8% | +7.0% |
| YTD | +2.8% | -37.9% | +40.6% | +10.7% |
| 1Y | -1.2% | -33.9% | +32.7% | +4.8% |
| 3Y | +135.3% | -40.9% | +176.2% | +143.8% |
| 5Y | +62.6% | +2.1% | +60.5% | +45.0% |
| All | +629.1% | -26.4% | +655.6% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling