+170.5%
XME vs LBRT
-16.2%
+186.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +5.3% | +13.8% | -8.5% | +1.9% |
| 30D | -8.2% | -32.4% | +24.2% | +0.7% |
| 3M | -18.4% | -39.9% | +21.5% | -8.1% |
| 6M | -22.8% | -60.8% | +38.0% | -4.3% |
| YTD | -7.9% | -29.3% | +21.4% | -3.9% |
| 1Y | -0.9% | -18.9% | +18.0% | -0.5% |
| 3Y | +96.0% | -28.0% | +123.9% | +90.3% |
| 5Y | +110.3% | +26.6% | +83.7% | +68.6% |
| All | +170.5% | -16.2% | +186.8% | +87.1% |
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