+11.2%
XLF vs LBRT
-25.2%
+36.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.7% | +1.5% |
| 7D | +0.7% | -11.9% | +12.7% | +0.5% |
| 30D | +6.0% | -31.9% | +37.9% | +5.7% |
| 3M | +1.0% | -34.9% | +35.9% | +0.8% |
| 6M | +14.0% | -60.7% | +74.6% | +14.2% |
| YTD | +7.2% | -29.2% | +36.4% | +3.8% |
| All | +11.2% | -25.2% | +36.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling