+18.8%
XLK vs LBRT
-23.3%
+42.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +7.0% | +13.8% | -6.8% | +4.5% |
| 30D | -11.5% | -32.4% | +20.9% | -6.4% |
| 3M | -7.9% | -39.9% | +32.0% | -1.2% |
| 6M | -0.6% | -60.8% | +60.3% | +11.3% |
| YTD | +21.1% | -29.3% | +50.4% | +21.5% |
| 1Y | +18.8% | -18.9% | +37.7% | +12.9% |
| All | +18.8% | -23.3% | +42.1% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling