+89.4%
XLRE vs LBRT
-16.2%
+105.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.1% | +13.8% | -13.7% | -0.9% |
| 30D | +6.0% | -32.4% | +38.4% | +8.9% |
| 3M | +0.5% | -39.9% | +40.4% | +4.1% |
| 6M | +1.2% | -60.8% | +62.1% | +8.0% |
| YTD | +12.6% | -29.3% | +41.9% | +13.4% |
| 1Y | +11.0% | -18.9% | +29.9% | +10.4% |
| 3Y | +43.0% | -28.0% | +70.9% | +39.8% |
| 5Y | +9.1% | +26.6% | -17.5% | -0.5% |
| All | +89.4% | -16.2% | +105.6% | +44.8% |
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