+119.0%
XEL vs LBRT
+38.7%
+80.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.4% |
| 7D | +1.3% | +6.9% | -5.6% | +1.1% |
| 30D | -1.5% | +7.8% | -9.3% | -1.8% |
| 3M | -0.2% | -25.3% | +25.1% | +0.6% |
| 6M | -5.4% | -19.6% | +14.1% | -5.1% |
| YTD | +5.6% | +17.2% | -11.5% | +4.4% |
| 1Y | +10.5% | +114.1% | -103.6% | +6.4% |
| 3Y | +49.2% | +27.0% | +22.2% | +45.2% |
| 5Y | +30.1% | +128.3% | -98.2% | +23.1% |
| All | +119.0% | +38.7% | +80.2% | +79.1% |
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