+98.8%
XLB vs LBRT
-19.0%
+117.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +0.5% | -15.7% | +16.2% | +2.7% |
| 30D | +6.9% | -34.3% | +41.2% | +12.8% |
| 3M | -0.2% | -40.6% | +40.5% | +6.6% |
| 6M | +3.3% | -62.0% | +65.3% | +16.8% |
| YTD | +18.0% | -31.6% | +49.7% | +20.5% |
| 1Y | +24.2% | -25.8% | +50.0% | +24.8% |
| 3Y | +44.7% | -30.4% | +75.1% | +40.7% |
| 5Y | +31.6% | +18.7% | +12.9% | +13.0% |
| All | +98.8% | -19.0% | +117.9% | +45.9% |
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