+77.8%
XLF vs LBRT
-38.0%
+115.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.0% |
| 7D | +1.2% | -29.1% | +30.3% | +3.7% |
| 30D | +6.3% | -38.4% | +44.7% | +10.3% |
| 3M | -0.8% | -40.1% | +39.3% | +3.0% |
| 6M | +11.0% | -62.9% | +73.9% | +20.3% |
| YTD | +5.6% | -34.5% | +40.2% | +5.8% |
| 1Y | +10.8% | -30.2% | +41.0% | +9.8% |
| 3Y | +77.8% | -37.5% | +115.3% | +71.9% |
| All | +77.8% | -38.0% | +115.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling