+31.7%
XLV vs LBRT
+29.0%
+2.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -3.7% | +10.2% | -13.9% | -3.9% |
| 30D | -1.1% | +4.9% | -6.0% | -1.2% |
| 3M | +8.2% | -21.2% | +29.5% | +8.9% |
| 6M | +8.9% | -19.9% | +28.9% | +9.2% |
| YTD | +8.5% | +20.8% | -12.2% | +6.4% |
| 1Y | +22.3% | +123.5% | -101.3% | +14.9% |
| All | +31.7% | +29.0% | +2.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling