+132.3%
XLE vs LBRT
-26.4%
+158.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.7% | +10.7% | +1.2% |
| 7D | -10.3% | -34.8% | +24.5% | +1.6% |
| 30D | -3.3% | -43.6% | +40.3% | +13.9% |
| 3M | +8.2% | -41.2% | +49.4% | +25.2% |
| 6M | +5.0% | -66.1% | +71.1% | +41.2% |
| YTD | +40.6% | -37.9% | +78.4% | +52.8% |
| 1Y | +45.0% | -33.9% | +78.9% | +53.6% |
| 3Y | +56.3% | -40.9% | +97.2% | +59.3% |
| 5Y | +152.2% | +2.1% | +150.1% | +105.4% |
| All | +132.3% | -26.4% | +158.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling