+141.4%
XLC vs LBRT
+34.1%
+107.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +0.6% | +6.9% | -6.4% | -0.1% |
| 30D | +0.2% | +7.8% | -7.6% | -0.6% |
| 3M | +0.6% | -25.3% | +25.9% | +3.0% |
| 6M | -4.5% | -19.6% | +15.1% | -3.5% |
| YTD | -4.7% | +17.2% | -21.9% | -7.8% |
| 1Y | -1.7% | +114.1% | -115.7% | -11.7% |
| 3Y | +72.3% | +27.0% | +45.3% | +59.9% |
| 5Y | +37.8% | +128.3% | -90.5% | +16.8% |
| All | +141.4% | +34.1% | +107.3% | +91.1% |
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 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