+154.1%
XLV vs LBRT
-15.3%
+169.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +2.2% | +9.2% | -7.0% | +1.6% |
| 30D | +8.6% | -27.5% | +36.1% | +10.4% |
| 3M | +12.6% | -37.9% | +50.5% | +15.4% |
| 6M | +29.8% | -60.7% | +90.5% | +36.5% |
| YTD | +23.5% | -28.5% | +52.0% | +24.0% |
| 1Y | +25.7% | -13.2% | +38.9% | +24.3% |
| 3Y | +56.3% | -28.8% | +85.1% | +53.3% |
| 5Y | +53.1% | +28.0% | +25.1% | +40.7% |
| All | +154.1% | -15.3% | +169.4% | +111.9% |
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