+87.6%
XLP vs LBRT
+33.5%
+54.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -1.0% | +8.3% | -9.3% | -1.4% |
| 30D | -0.9% | +6.1% | -7.0% | -1.2% |
| 3M | +3.8% | -34.8% | +38.6% | +5.5% |
| 6M | -1.7% | -24.8% | +23.1% | -1.0% |
| YTD | +10.3% | +12.2% | -2.0% | +8.7% |
| 1Y | +7.8% | +94.0% | -86.2% | +2.8% |
| 3Y | +27.2% | +31.3% | -4.1% | +22.0% |
| 5Y | +32.5% | +111.8% | -79.3% | +21.6% |
| All | +87.6% | +33.5% | +54.2% | +57.7% |
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 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