+71.5%
XLI vs LBRT
-27.1%
+98.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +3.8% | +9.2% | -5.4% | +2.7% |
| 30D | +1.0% | -27.5% | +28.6% | +4.2% |
| 3M | -8.9% | -37.9% | +29.0% | -4.5% |
| 6M | -2.3% | -60.7% | +58.4% | +7.5% |
| YTD | +9.7% | -28.5% | +38.2% | +9.7% |
| 1Y | +12.3% | -13.2% | +25.5% | +8.9% |
| 3Y | +71.5% | -28.8% | +100.2% | +65.5% |
| All | +71.5% | -27.1% | +98.5% | +65.5% |
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 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