+101.2%
XLP vs LBRT
-22.5%
+123.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.5% |
| 7D | +0.7% | -29.1% | +29.9% | +2.0% |
| 30D | +10.3% | -38.4% | +48.6% | +12.2% |
| 3M | +6.5% | -40.1% | +46.6% | +8.5% |
| 6M | +8.4% | -62.9% | +71.3% | +12.5% |
| YTD | +18.2% | -34.5% | +52.7% | +18.9% |
| 1Y | +22.4% | -30.2% | +52.6% | +22.6% |
| 3Y | +41.9% | -37.5% | +79.4% | +40.6% |
| 5Y | +40.9% | +7.6% | +33.3% | +33.2% |
| All | +101.2% | -22.5% | +123.6% | +72.4% |
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