+132.3%
XLE vs LBRT
-22.5%
+154.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.7% |
| 7D | -12.0% | -29.1% | +17.2% | -2.8% |
| 30D | -2.7% | -38.4% | +35.6% | +11.5% |
| 3M | +6.6% | -40.1% | +46.6% | +22.5% |
| 6M | +9.5% | -62.9% | +72.4% | +43.1% |
| YTD | +40.6% | -34.5% | +75.1% | +50.3% |
| 1Y | +43.6% | -30.2% | +73.8% | +49.5% |
| 3Y | +58.1% | -37.5% | +95.5% | +58.2% |
| 5Y | +152.2% | +7.6% | +144.6% | +102.0% |
| All | +132.3% | -22.5% | +154.7% | +49.4% |
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