+35.0%
XLB vs LBRT
+26.0%
+9.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.4% | +8.7% | -10.1% | -2.2% |
| 30D | -0.4% | +6.6% | -7.0% | -1.1% |
| 3M | +2.0% | -34.5% | +36.4% | +6.0% |
| 6M | +1.8% | -24.5% | +26.3% | +3.6% |
| YTD | +16.6% | +12.7% | +3.9% | +12.2% |
| 1Y | +16.9% | +94.8% | -77.9% | +2.7% |
| All | +35.0% | +26.0% | +9.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling