+45.4%
XLB vs LBRT
-28.0%
+73.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.6% |
| 30D | +7.2% | -32.0% | +39.3% | +10.5% |
| 3M | 0.0% | -39.7% | +39.7% | +4.1% |
| 6M | +2.3% | -61.1% | +63.4% | +10.9% |
| YTD | +18.4% | -29.4% | +47.8% | +18.2% |
| 1Y | +23.3% | -24.5% | +47.8% | +21.7% |
| All | +45.4% | -28.0% | +73.4% | +38.3% |
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