+133.1%
XLC vs LBRT
-19.0%
+152.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.7% | +1.7% |
| 7D | +7.1% | -11.9% | +19.0% | +8.1% |
| 30D | -2.7% | -31.9% | +29.2% | +0.5% |
| 3M | -3.2% | -34.9% | +31.7% | +0.2% |
| 6M | -7.7% | -60.7% | +53.0% | 0.0% |
| YTD | -8.0% | -29.2% | +21.2% | -7.0% |
| 1Y | -3.1% | -23.6% | +20.6% | -3.0% |
| 3Y | +64.9% | -26.8% | +91.7% | +60.9% |
| 5Y | +39.5% | +16.3% | +23.2% | +26.3% |
| All | +133.1% | -19.0% | +152.1% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling