+54.6%
XLE vs LBRT
+26.0%
+28.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | +2.2% | +8.7% | -6.5% | +0.4% |
| 30D | +11.8% | +6.6% | +5.2% | +10.0% |
| 3M | +9.8% | -34.5% | +44.3% | +19.2% |
| 6M | +15.6% | -24.5% | +40.1% | +20.6% |
| YTD | +45.3% | +12.7% | +32.5% | +35.9% |
| 1Y | +48.3% | +94.8% | -46.5% | +16.2% |
| All | +54.6% | +26.0% | +28.7% | +28.6% |
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 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