+43.8%
XLU vs LBRT
+138.4%
-94.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | +0.6% | +10.2% | -9.6% | 0.0% |
| 30D | -0.4% | +4.9% | -5.3% | -0.8% |
| 3M | -1.7% | -21.2% | +19.5% | -0.6% |
| 6M | -7.1% | -19.9% | +12.8% | -6.4% |
| YTD | +1.9% | +20.8% | -18.8% | -0.4% |
| 1Y | +6.1% | +123.5% | -117.4% | -1.4% |
| 3Y | +48.8% | +30.9% | +17.8% | +41.3% |
| 5Y | +43.8% | +136.3% | -92.5% | +32.5% |
| All | +43.8% | +138.4% | -94.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling