+140.0%
XLE vs LBRT
+33.5%
+106.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +2.2% | +8.3% | -6.1% | -0.3% |
| 30D | +11.8% | +6.1% | +5.6% | +9.4% |
| 3M | +9.8% | -34.8% | +44.6% | +22.7% |
| 6M | +15.6% | -24.8% | +40.4% | +22.4% |
| YTD | +45.3% | +12.2% | +33.0% | +33.6% |
| 1Y | +48.3% | +94.0% | -45.7% | +10.6% |
| 3Y | +55.4% | +31.3% | +24.2% | +24.5% |
| 5Y | +216.1% | +111.8% | +104.3% | +106.7% |
| All | +140.0% | +33.5% | +106.6% | +32.6% |
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