+119.4%
XLU vs LBRT
+34.6%
+84.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | -2.5% | -2.9% | +0.4% | -2.4% |
| 3M | -2.7% | -26.1% | +23.4% | -1.4% |
| 6M | -7.5% | -26.2% | +18.7% | -6.3% |
| YTD | +0.9% | +13.7% | -12.7% | -0.7% |
| 1Y | +3.3% | +93.6% | -90.3% | -2.3% |
| 3Y | +47.3% | +23.2% | +24.1% | +41.4% |
| 5Y | +44.4% | +125.5% | -81.1% | +31.6% |
| All | +119.4% | +34.6% | +84.9% | +69.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling