+34.1%
XLP vs LBRT
+114.2%
-80.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -1.0% | +8.3% | -9.3% | -1.2% |
| 30D | -0.9% | +6.1% | -7.0% | -1.1% |
| 3M | +3.8% | -34.8% | +38.6% | +4.9% |
| 6M | -1.7% | -24.8% | +23.1% | -1.3% |
| YTD | +10.3% | +12.2% | -2.0% | +9.0% |
| 1Y | +7.8% | +94.0% | -86.2% | +3.8% |
| 3Y | +27.2% | +31.3% | -4.1% | +22.3% |
| All | +34.1% | +114.2% | -80.1% | +24.1% |
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 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