+16.9%
XLB vs LBRT
+101.6%
-84.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.4% | +8.7% | -10.1% | -1.5% |
| 30D | -0.4% | +6.6% | -7.0% | -0.5% |
| 3M | +2.0% | -34.5% | +36.4% | +2.7% |
| 6M | +1.8% | -24.5% | +26.3% | +2.2% |
| YTD | +16.6% | +12.7% | +3.9% | +15.6% |
| 1Y | +16.9% | +94.8% | -77.9% | +14.8% |
| All | +16.9% | +101.6% | -84.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling