+136.8%
XHB vs LBRT
+38.7%
+98.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.4% | -3.0% |
| 7D | +0.2% | +6.9% | -6.8% | -0.8% |
| 30D | -9.1% | +7.8% | -16.9% | -10.2% |
| 3M | -2.3% | -25.3% | +22.9% | +0.8% |
| 6M | -4.1% | -19.6% | +15.4% | -2.9% |
| YTD | -1.7% | +17.2% | -18.9% | -6.6% |
| 1Y | -15.1% | +114.1% | -129.2% | -27.7% |
| 3Y | +26.8% | +27.0% | -0.2% | +13.9% |
| 5Y | +37.3% | +128.3% | -91.0% | +7.3% |
| All | +136.8% | +38.7% | +98.1% | +52.7% |
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