-35.1%
QXO vs LBRT
-15.3%
-19.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +9.0% | +9.2% | -0.2% | +7.9% |
| 30D | +22.0% | -27.5% | +49.5% | +26.0% |
| 3M | -15.4% | -37.9% | +22.5% | -11.1% |
| 6M | -26.0% | -60.7% | +34.7% | -18.2% |
| YTD | -34.7% | -28.5% | -6.2% | -34.1% |
| 1Y | -28.0% | -13.2% | -14.7% | -29.2% |
| 3Y | -47.0% | -28.8% | -18.3% | -49.5% |
| 5Y | -64.2% | +28.0% | -92.2% | -69.6% |
| All | -35.1% | -15.3% | -19.7% | -53.9% |
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 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