+86.9%
XME vs LBRT
-38.0%
+124.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | +2.3% |
| 7D | -4.5% | -29.1% | +24.7% | +1.7% |
| 30D | -10.9% | -38.4% | +27.5% | -2.6% |
| 3M | -15.3% | -40.1% | +24.8% | -7.1% |
| 6M | -24.6% | -62.9% | +38.3% | -10.2% |
| YTD | -9.6% | -34.5% | +24.9% | -5.7% |
| 1Y | +2.9% | -30.2% | +33.1% | +5.7% |
| 3Y | +86.9% | -37.5% | +124.4% | +94.2% |
| All | +86.9% | -38.0% | +124.9% | +94.2% |
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