+148.6%
XLI vs LBRT
-16.4%
+164.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.8% |
| 7D | +0.9% | -1.9% | +2.8% | +1.0% |
| 30D | +1.1% | -32.0% | +33.1% | +6.4% |
| 3M | -7.7% | -39.7% | +32.0% | -1.4% |
| 6M | -1.8% | -61.1% | +59.3% | +10.9% |
| YTD | +11.1% | -29.4% | +40.5% | +13.2% |
| 1Y | +12.1% | -24.5% | +36.6% | +12.8% |
| 3Y | +73.8% | -28.1% | +101.9% | +69.3% |
| 5Y | +73.8% | +23.9% | +49.9% | +49.2% |
| All | +148.6% | -16.4% | +164.9% | +83.5% |
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