+6.4%
XLRE vs LBRT
+110.8%
-104.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.9% |
| 7D | -2.7% | +2.3% | -5.0% | -2.7% |
| 30D | -2.3% | -2.9% | +0.6% | -2.3% |
| 3M | -3.5% | -26.1% | +22.7% | -3.3% |
| 6M | +1.9% | -26.2% | +28.0% | +2.0% |
| YTD | +8.3% | +13.7% | -5.3% | +7.4% |
| 1Y | +6.4% | +93.6% | -87.2% | +3.1% |
| All | +6.4% | +110.8% | -104.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling