+94.5%
XLK vs LBRT
-27.1%
+121.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +3.4% | +9.2% | -5.8% | +1.8% |
| 30D | -10.6% | -27.5% | +16.9% | -6.2% |
| 3M | -10.6% | -37.9% | +27.3% | -4.2% |
| 6M | -3.5% | -60.7% | +57.2% | +10.1% |
| YTD | +18.7% | -28.5% | +47.2% | +21.8% |
| 1Y | +19.4% | -13.2% | +32.7% | +18.5% |
| 3Y | +94.5% | -28.8% | +123.2% | +91.4% |
| All | +94.5% | -27.1% | +121.5% | +91.4% |
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 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