+142.7%
XHB vs LBRT
+33.5%
+109.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.8% |
| 7D | -1.3% | +8.3% | -9.5% | -2.4% |
| 30D | -6.9% | +6.1% | -13.0% | -7.9% |
| 3M | -1.3% | -34.8% | +33.5% | +3.9% |
| 6M | -6.8% | -24.8% | +18.0% | -4.7% |
| YTD | +0.7% | +12.2% | -11.5% | -3.7% |
| 1Y | -11.2% | +94.0% | -105.2% | -23.2% |
| 3Y | +25.3% | +31.3% | -5.9% | +11.9% |
| 5Y | +37.3% | +111.8% | -74.5% | +8.5% |
| All | +142.7% | +33.5% | +109.2% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling