+96.4%
XLB vs LBRT
+33.5%
+62.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -1.4% | +8.3% | -9.6% | -2.6% |
| 30D | -0.4% | +6.1% | -6.5% | -1.4% |
| 3M | +2.0% | -34.8% | +36.7% | +7.6% |
| 6M | +1.8% | -24.8% | +26.7% | +4.5% |
| YTD | +16.6% | +12.2% | +4.4% | +11.7% |
| 1Y | +16.9% | +94.0% | -77.0% | +1.1% |
| 3Y | +32.6% | +31.3% | +1.3% | +17.9% |
| 5Y | +35.6% | +111.8% | -76.2% | +7.2% |
| All | +96.4% | +33.5% | +62.9% | +35.1% |
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