+136.3%
XLY vs LBRT
+35.9%
+100.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | -4.2% | -2.5% | -1.7% | -4.1% |
| 3M | -2.7% | -24.9% | +22.2% | -0.1% |
| 6M | -0.6% | -29.5% | +28.8% | +2.2% |
| YTD | -5.0% | +14.7% | -19.8% | -8.4% |
| 1Y | -4.1% | +91.7% | -95.8% | -14.1% |
| 3Y | +33.6% | +24.6% | +9.0% | +23.0% |
| 5Y | +28.7% | +127.7% | -99.0% | +7.0% |
| All | +136.3% | +35.9% | +100.5% | +76.6% |
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