+132.0%
XLF vs LBRT
+38.7%
+93.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.0% |
| 7D | +0.2% | +6.9% | -6.8% | -0.9% |
| 30D | -0.5% | +7.8% | -8.3% | -1.9% |
| 3M | +10.6% | -25.3% | +35.9% | +14.6% |
| 6M | +14.3% | -19.6% | +33.9% | +16.1% |
| YTD | +5.5% | +17.2% | -11.6% | 0.0% |
| 1Y | +9.6% | +114.1% | -104.5% | -7.8% |
| 3Y | +75.2% | +27.0% | +48.2% | +55.6% |
| 5Y | +65.5% | +128.3% | -62.8% | +26.0% |
| All | +132.0% | +38.7% | +93.3% | +51.8% |
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 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