+121.6%
XLV vs LBRT
+35.9%
+85.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | -3.6% | +1.8% | -5.3% | -3.7% |
| 30D | -1.8% | -2.5% | +0.7% | -1.8% |
| 3M | +7.8% | -24.9% | +32.7% | +9.3% |
| 6M | +9.1% | -29.5% | +38.6% | +10.8% |
| YTD | +7.7% | +14.7% | -7.0% | +5.4% |
| 1Y | +20.4% | +91.7% | -71.3% | +12.8% |
| 3Y | +30.8% | +24.6% | +6.2% | +24.1% |
| 5Y | +34.6% | +127.7% | -93.1% | +19.3% |
| All | +121.6% | +35.9% | +85.8% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling