+39.6%
XLC vs LBRT
+25.3%
+14.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.1% | +13.8% | -10.7% | +1.9% |
| 30D | -4.2% | -32.4% | +28.2% | -1.2% |
| 3M | -2.1% | -39.9% | +37.8% | +1.8% |
| 6M | -6.6% | -60.8% | +54.2% | +0.9% |
| YTD | -7.8% | -29.3% | +21.5% | -7.4% |
| 1Y | -4.1% | -18.9% | +14.8% | -5.4% |
| 3Y | +62.6% | -28.0% | +90.6% | +56.8% |
| 5Y | +39.6% | +26.6% | +13.0% | +23.3% |
| All | +39.6% | +25.3% | +14.3% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling