+95.5%
XLB vs LBRT
-22.5%
+117.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.5% |
| 7D | -1.5% | -29.1% | +27.6% | +3.0% |
| 30D | +6.1% | -38.4% | +44.4% | +13.0% |
| 3M | 0.0% | -40.1% | +40.1% | +6.7% |
| 6M | 0.0% | -62.9% | +62.8% | +13.4% |
| YTD | +16.0% | -34.5% | +50.5% | +19.3% |
| 1Y | +24.7% | -30.2% | +54.9% | +26.5% |
| 3Y | +40.4% | -37.5% | +77.8% | +38.8% |
| 5Y | +30.7% | +7.6% | +23.1% | +13.9% |
| All | +95.5% | -22.5% | +117.9% | +44.3% |
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 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