+103.8%
XLP vs LBRT
-26.4%
+130.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.2% |
| 7D | +3.5% | -34.8% | +38.3% | +5.1% |
| 30D | +11.6% | -43.6% | +55.1% | +14.0% |
| 3M | +7.6% | -41.2% | +48.9% | +9.7% |
| 6M | +10.0% | -66.1% | +76.1% | +14.6% |
| YTD | +19.7% | -37.9% | +57.6% | +20.7% |
| 1Y | +23.5% | -33.9% | +57.3% | +23.9% |
| 3Y | +44.0% | -40.9% | +84.8% | +43.0% |
| 5Y | +42.7% | +2.1% | +40.6% | +35.3% |
| All | +103.8% | -26.4% | +130.2% | +75.0% |
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