+61.0%
XLC vs LBRT
-38.0%
+99.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -4.9% | +0.1% |
| 7D | +4.9% | -29.1% | +34.0% | +7.2% |
| 30D | -5.8% | -38.4% | +32.6% | -2.9% |
| 3M | -5.4% | -40.1% | +34.6% | -2.5% |
| 6M | -10.2% | -62.9% | +52.7% | -3.9% |
| YTD | -10.2% | -34.5% | +24.4% | -10.0% |
| 1Y | -5.6% | -30.2% | +24.6% | -6.3% |
| 3Y | +61.0% | -37.5% | +98.5% | +54.2% |
| All | +61.0% | -38.0% | +99.0% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling