+511.8%
XLK vs LBRT
+33.5%
+478.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +0.9% | +8.7% | -7.9% | -0.2% |
| 30D | +0.7% | +6.6% | -5.9% | -0.2% |
| 3M | -2.9% | -34.5% | +31.5% | +1.7% |
| 6M | +34.3% | -24.5% | +58.7% | +37.6% |
| YTD | +30.4% | +12.7% | +17.7% | +26.6% |
| 1Y | +43.4% | +94.8% | -51.5% | +28.8% |
| 3Y | +116.8% | +31.9% | +85.0% | +99.6% |
| 5Y | +144.0% | +111.8% | +32.2% | +106.5% |
| All | +511.8% | +33.5% | +478.3% | +363.1% |
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