+71.5%
XBI vs LBRT
-16.2%
+87.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +1.9% | +13.8% | -11.9% | +0.1% |
| 30D | +3.0% | -32.4% | +35.4% | +8.0% |
| 3M | -5.1% | -39.9% | +34.8% | +0.7% |
| 6M | +12.2% | -60.8% | +73.0% | +25.0% |
| YTD | +24.1% | -29.3% | +53.4% | +26.3% |
| 1Y | +33.1% | -18.9% | +51.9% | +32.6% |
| 3Y | +127.3% | -28.0% | +155.2% | +121.7% |
| 5Y | +20.2% | +26.6% | -6.3% | +4.9% |
| All | +71.5% | -16.2% | +87.7% | +38.8% |
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 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