+154.1%
XLI vs LBRT
+33.5%
+120.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.1% | +8.3% | -9.3% | -2.2% |
| 30D | -5.9% | +6.1% | -12.1% | -6.9% |
| 3M | -0.3% | -34.8% | +34.5% | +5.2% |
| 6M | +0.1% | -24.8% | +25.0% | +2.7% |
| YTD | +13.6% | +12.2% | +1.4% | +8.9% |
| 1Y | +17.2% | +94.0% | -76.8% | +1.7% |
| 3Y | +68.2% | +31.3% | +36.9% | +50.4% |
| 5Y | +80.7% | +111.8% | -31.1% | +43.3% |
| All | +154.1% | +33.5% | +120.7% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling