-1.7%
XLC vs LBRT
-17.1%
+15.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | +3.7% | +9.2% | -5.5% | +3.7% |
| 30D | -1.9% | -27.5% | +25.6% | -2.0% |
| 3M | -3.1% | -37.9% | +34.8% | -3.1% |
| 6M | -6.4% | -60.7% | +54.3% | -5.7% |
| YTD | -6.8% | -28.5% | +21.7% | -10.0% |
| 1Y | -1.7% | -13.2% | +11.5% | -6.4% |
| All | -1.7% | -17.1% | +15.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling