-4.9%
XLY vs LBRT
+95.9%
-100.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.4% | -0.3% |
| 7D | -3.9% | +2.3% | -6.2% | -3.9% |
| 30D | -6.1% | -2.9% | -3.2% | -6.0% |
| 3M | -1.2% | -26.1% | +25.0% | -0.5% |
| 6M | -1.8% | -26.2% | +24.4% | -1.4% |
| YTD | -5.9% | +13.7% | -19.5% | -8.3% |
| All | -4.9% | +95.9% | -100.9% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling