+80.8%
XBI vs LBRT
+43.0%
+37.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.0% |
| 7D | -3.6% | +10.2% | -13.8% | -4.9% |
| 30D | +0.9% | +4.9% | -4.0% | +0.1% |
| 3M | +21.4% | -21.2% | +42.7% | +24.3% |
| 6M | +25.5% | -19.9% | +45.4% | +27.3% |
| YTD | +30.8% | +20.8% | +10.1% | +24.8% |
| 1Y | +68.6% | +123.5% | -55.0% | +45.8% |
| 3Y | +103.9% | +30.9% | +73.0% | +84.5% |
| 5Y | +20.8% | +136.3% | -115.5% | -2.9% |
| All | +80.8% | +43.0% | +37.8% | +37.2% |
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