+127.8%
XLU vs LBRT
-16.2%
+144.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.2% | +13.8% | -12.7% | +0.4% |
| 30D | +4.6% | -32.4% | +37.0% | +6.7% |
| 3M | +0.7% | -39.9% | +40.6% | +3.3% |
| 6M | -1.7% | -60.8% | +59.1% | +3.1% |
| YTD | +4.8% | -29.3% | +34.0% | +5.6% |
| 1Y | +0.2% | -18.9% | +19.1% | 0.0% |
| 3Y | +58.9% | -28.0% | +86.8% | +56.9% |
| 5Y | +52.8% | +26.6% | +26.2% | +43.9% |
| All | +127.8% | -16.2% | +144.0% | +80.4% |
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