+43.7%
XLP vs LBRT
-41.2%
+84.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.9% |
| 7D | +3.5% | -34.8% | +38.3% | +3.1% |
| 30D | +11.6% | -43.6% | +55.1% | +11.1% |
| 3M | +7.6% | -41.2% | +48.9% | +7.2% |
| 6M | +10.0% | -66.1% | +76.1% | +10.0% |
| YTD | +19.7% | -37.9% | +57.6% | +18.4% |
| 1Y | +23.5% | -33.9% | +57.3% | +21.9% |
| All | +43.7% | -41.2% | +84.9% | +38.7% |
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