+145.7%
XLK vs LBRT
+116.2%
+29.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.2% |
| 7D | +2.3% | +6.9% | -4.6% | +1.3% |
| 30D | -0.1% | +7.8% | -7.9% | -1.2% |
| 3M | +2.1% | -25.3% | +27.4% | +5.5% |
| 6M | +37.2% | -19.6% | +56.7% | +39.6% |
| YTD | +30.8% | +17.2% | +13.7% | +25.7% |
| 1Y | +42.6% | +114.1% | -71.5% | +24.3% |
| 3Y | +121.8% | +27.0% | +94.8% | +101.6% |
| 5Y | +145.7% | +128.3% | +17.4% | +104.0% |
| All | +145.7% | +116.2% | +29.5% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling