+130.2%
XEL vs LBRT
-16.2%
+146.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | +0.4% |
| 7D | +1.1% | -11.9% | +13.0% | +1.4% |
| 30D | +8.7% | -31.9% | +40.6% | +9.9% |
| 3M | +3.5% | -34.9% | +38.4% | +4.7% |
| 6M | +2.6% | -60.7% | +63.2% | +5.4% |
| YTD | +11.1% | -29.2% | +40.3% | +11.4% |
| 1Y | +2.2% | -23.6% | +25.8% | +2.1% |
| 3Y | +51.1% | -26.8% | +77.9% | +49.6% |
| 5Y | +48.0% | +16.3% | +31.7% | +43.0% |
| All | +130.2% | -16.2% | +146.4% | +91.0% |
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