+44.2%
XLRE vs LBRT
-27.1%
+71.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.8% | +9.2% | -8.4% | +0.5% |
| 30D | +6.9% | -27.5% | +34.5% | +8.0% |
| 3M | -0.8% | -37.9% | +37.1% | +0.8% |
| 6M | +2.1% | -60.7% | +62.8% | +6.2% |
| YTD | +12.6% | -28.5% | +41.1% | +11.8% |
| 1Y | +12.5% | -13.2% | +25.7% | +10.0% |
| 3Y | +44.2% | -28.8% | +73.0% | +37.5% |
| All | +44.2% | -27.1% | +71.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling