+12.5%
XLF vs LBRT
-17.1%
+29.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +2.7% | +9.2% | -6.5% | +2.7% |
| 30D | +7.6% | -27.5% | +35.2% | +7.3% |
| 3M | +1.1% | -37.9% | +39.0% | +0.8% |
| 6M | +15.9% | -60.7% | +76.6% | +16.1% |
| YTD | +8.4% | -28.5% | +37.0% | +4.7% |
| 1Y | +12.5% | -13.2% | +25.7% | +7.2% |
| All | +12.5% | -17.1% | +29.6% | +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