+505.1%
XLK vs LBRT
+34.6%
+470.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.7% |
| 7D | -0.4% | +2.3% | -2.7% | -0.7% |
| 30D | -0.5% | -2.9% | +2.5% | -0.2% |
| 3M | +5.0% | -26.1% | +31.1% | +8.3% |
| 6M | +32.9% | -26.2% | +59.0% | +36.5% |
| YTD | +29.0% | +13.7% | +15.3% | +25.1% |
| 1Y | +37.8% | +93.6% | -55.7% | +24.0% |
| 3Y | +118.7% | +23.2% | +95.5% | +102.9% |
| 5Y | +145.6% | +125.5% | +20.0% | +106.2% |
| All | +505.1% | +34.6% | +470.5% | +357.4% |
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 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