+43.3%
XLP vs LBRT
+22.2%
+21.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +8.3% | -32.0% | +40.4% | +9.0% |
| 3M | +8.7% | -39.7% | +48.4% | +9.6% |
| 6M | +11.2% | -61.1% | +72.3% | +13.4% |
| YTD | +20.0% | -29.4% | +49.4% | +19.5% |
| 1Y | +21.3% | -24.5% | +45.8% | +20.4% |
| 3Y | +43.8% | -28.1% | +71.9% | +40.4% |
| 5Y | +43.3% | +23.9% | +19.4% | +35.7% |
| All | +43.3% | +22.2% | +21.1% | +35.7% |
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 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