+83.8%
XLRE vs LBRT
+43.0%
+40.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.4% |
| 7D | -0.7% | +10.2% | -10.9% | -1.5% |
| 30D | -2.2% | +4.9% | -7.1% | -2.7% |
| 3M | -2.6% | -21.2% | +18.6% | -1.2% |
| 6M | +2.6% | -19.9% | +22.5% | +3.5% |
| YTD | +9.3% | +20.8% | -11.5% | +6.0% |
| 1Y | +7.2% | +123.5% | -116.3% | -2.4% |
| 3Y | +31.3% | +30.9% | +0.4% | +22.9% |
| 5Y | +8.1% | +136.3% | -128.1% | -6.1% |
| All | +83.8% | +43.0% | +40.8% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling