+130.0%
XME vs LBRT
+26.0%
+104.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -0.1% | +8.7% | -8.8% | -1.7% |
| 30D | +6.0% | +6.6% | -0.6% | +4.5% |
| 3M | -7.7% | -34.5% | +26.7% | -0.8% |
| 6M | +1.0% | -24.5% | +25.5% | +4.6% |
| YTD | +14.6% | +12.7% | +1.9% | +8.4% |
| 1Y | +46.0% | +94.8% | -48.9% | +19.6% |
| All | +130.0% | +26.0% | +104.1% | +104.0% |
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