+134.3%
XEL vs LBRT
-15.3%
+149.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +2.4% | +9.2% | -6.8% | +2.1% |
| 30D | +8.3% | -27.5% | +35.8% | +9.3% |
| 3M | +4.2% | -37.9% | +42.1% | +5.6% |
| 6M | +3.7% | -60.7% | +64.4% | +6.6% |
| YTD | +13.1% | -28.5% | +41.6% | +13.4% |
| 1Y | +5.0% | -13.2% | +18.2% | +4.5% |
| 3Y | +55.0% | -28.8% | +83.7% | +53.6% |
| 5Y | +51.8% | +28.0% | +23.9% | +46.3% |
| All | +134.3% | -15.3% | +149.7% | +94.4% |
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 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