+152.9%
XLI vs LBRT
+38.7%
+114.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.1% |
| 7D | +1.0% | +6.9% | -6.0% | 0.0% |
| 30D | -5.8% | +7.8% | -13.6% | -7.0% |
| 3M | +0.7% | -25.3% | +26.0% | +4.1% |
| 6M | +3.2% | -19.6% | +22.7% | +4.7% |
| YTD | +13.0% | +17.2% | -4.1% | +7.7% |
| 1Y | +16.8% | +114.1% | -97.3% | -0.2% |
| 3Y | +72.4% | +27.0% | +45.4% | +55.1% |
| 5Y | +82.8% | +128.3% | -45.5% | +43.3% |
| All | +152.9% | +38.7% | +114.2% | +74.5% |
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