+67.4%
XLF vs LBRT
+115.1%
-47.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | 0.0% | +8.7% | -8.7% | -1.0% |
| 30D | +0.2% | +6.6% | -6.4% | -0.8% |
| 3M | +11.7% | -34.5% | +46.2% | +16.9% |
| 6M | +13.8% | -24.5% | +38.3% | +16.1% |
| YTD | +7.0% | +12.7% | -5.7% | +2.6% |
| 1Y | +9.1% | +94.8% | -85.7% | -5.1% |
| 3Y | +75.6% | +31.9% | +43.8% | +56.5% |
| All | +67.4% | +115.1% | -47.7% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling