+122.3%
XLU vs LBRT
+33.5%
+88.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.8% | +8.7% | -7.9% | +0.3% |
| 30D | -1.3% | +6.6% | -7.9% | -1.8% |
| 3M | -1.3% | -34.5% | +33.1% | +0.8% |
| 6M | -7.6% | -24.5% | +16.9% | -6.6% |
| YTD | +2.3% | +12.7% | -10.5% | +0.6% |
| 1Y | +5.8% | +94.8% | -89.1% | 0.0% |
| 3Y | +50.5% | +31.9% | +18.7% | +43.8% |
| 5Y | +44.1% | +111.8% | -67.7% | +31.9% |
| All | +122.3% | +33.5% | +88.9% | +72.0% |
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