+133.5%
XLE vs LBRT
-16.2%
+149.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -2.0% |
| 7D | -7.9% | -11.9% | +4.0% | -4.8% |
| 30D | -4.8% | -31.9% | +27.1% | +5.8% |
| 3M | +8.4% | -34.9% | +43.2% | +21.3% |
| 6M | +12.7% | -60.7% | +73.3% | +44.5% |
| YTD | +41.3% | -29.2% | +70.5% | +47.4% |
| 1Y | +42.3% | -23.6% | +65.9% | +44.0% |
| 3Y | +65.1% | -26.8% | +91.9% | +56.9% |
| 5Y | +150.2% | +16.3% | +133.9% | +95.5% |
| All | +133.5% | -16.2% | +149.7% | +46.5% |
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