+1.8%
XME vs LBRT
-27.7%
+29.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.4% |
| 7D | -0.2% | -15.7% | +15.5% | +2.3% |
| 30D | -9.2% | -34.3% | +25.1% | -3.5% |
| 3M | -17.8% | -40.6% | +22.9% | -11.4% |
| 6M | -20.0% | -62.0% | +42.0% | -9.4% |
| YTD | -6.6% | -31.6% | +25.0% | -5.2% |
| 1Y | +1.8% | -25.8% | +27.5% | +0.6% |
| All | +1.8% | -27.7% | +29.5% | +0.6% |
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 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