+93.0%
XME vs LBRT
-27.1%
+120.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +0.3% | +9.2% | -8.9% | -1.5% |
| 30D | -6.1% | -27.5% | +21.4% | -0.7% |
| 3M | -18.6% | -37.9% | +19.3% | -11.5% |
| 6M | -23.9% | -60.7% | +36.8% | -10.5% |
| YTD | -9.3% | -28.5% | +19.2% | -7.0% |
| 1Y | +1.8% | -13.2% | +15.0% | 0.0% |
| 3Y | +93.0% | -28.8% | +121.8% | +94.0% |
| All | +93.0% | -27.1% | +120.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling