-3.7%
XLC vs LBRT
-27.7%
+24.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 7D | +6.2% | -15.7% | +21.9% | +6.1% |
| 30D | -2.4% | -34.3% | +31.9% | -2.3% |
| 3M | -3.3% | -40.6% | +37.3% | -3.2% |
| 6M | -7.3% | -62.0% | +54.7% | -6.3% |
| YTD | -7.6% | -31.6% | +24.0% | -11.1% |
| 1Y | -3.7% | -25.8% | +22.1% | -8.8% |
| All | -3.7% | -27.7% | +24.0% | -8.8% |
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 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