+141.8%
XHB vs LBRT
-22.5%
+164.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.2% |
| 7D | +1.3% | -29.1% | +30.5% | +5.6% |
| 30D | +7.8% | -38.4% | +46.2% | +14.3% |
| 3M | -5.5% | -40.1% | +34.6% | +0.3% |
| 6M | -2.6% | -62.9% | +60.3% | +9.7% |
| YTD | +0.4% | -34.5% | +34.9% | +2.4% |
| 1Y | -1.0% | -30.2% | +29.2% | -0.2% |
| 3Y | +37.3% | -37.5% | +74.8% | +35.4% |
| 5Y | +33.7% | +7.6% | +26.1% | +16.1% |
| All | +141.8% | -22.5% | +164.3% | +67.5% |
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