+85.8%
XBI vs LBRT
+33.5%
+52.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +0.9% | +8.7% | -7.9% | -0.3% |
| 30D | +7.1% | +6.6% | +0.5% | +6.0% |
| 3M | +22.9% | -34.5% | +57.4% | +28.9% |
| 6M | +29.7% | -24.5% | +54.2% | +32.6% |
| YTD | +34.5% | +12.7% | +21.8% | +29.5% |
| 1Y | +76.1% | +94.8% | -18.8% | +55.2% |
| 3Y | +103.2% | +31.9% | +71.3% | +83.5% |
| 5Y | +22.8% | +111.8% | -89.0% | +0.2% |
| All | +85.8% | +33.5% | +52.3% | +42.4% |
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 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