+96.9%
XLB vs LBRT
-26.4%
+123.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.7% | +10.8% | -0.9% |
| 7D | -0.4% | -34.8% | +34.4% | +5.5% |
| 30D | +5.2% | -43.6% | +48.8% | +13.6% |
| 3M | -0.1% | -41.2% | +41.1% | +6.8% |
| 6M | +2.4% | -66.1% | +68.5% | +17.8% |
| YTD | +16.9% | -37.9% | +54.7% | +21.1% |
| 1Y | +25.0% | -33.9% | +58.9% | +27.9% |
| 3Y | +40.7% | -40.9% | +81.5% | +40.3% |
| 5Y | +31.6% | +2.1% | +29.5% | +15.7% |
| All | +96.9% | -26.4% | +123.3% | +46.5% |
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