+5.0%
XLE vs LBRT
-66.4%
+71.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.7% | +10.7% | -1.0% |
| 7D | -10.3% | -34.8% | +24.5% | -5.4% |
| 30D | -3.3% | -43.6% | +40.3% | +3.5% |
| 3M | +8.2% | -41.2% | +49.4% | +15.2% |
| 6M | +5.0% | -66.1% | +71.1% | +21.8% |
| All | +5.0% | -66.4% | +71.4% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling