+44.8%
XOP vs LBRT
+33.5%
+11.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | +2.6% | +8.3% | -5.7% | -0.7% |
| 30D | +15.4% | +6.1% | +9.3% | +12.3% |
| 3M | +12.1% | -34.8% | +46.8% | +29.5% |
| 6M | +19.7% | -24.8% | +44.5% | +29.3% |
| YTD | +52.4% | +12.2% | +40.2% | +36.9% |
| 1Y | +47.6% | +94.0% | -46.4% | +0.7% |
| 3Y | +34.4% | +31.3% | +3.1% | +1.8% |
| 5Y | +154.4% | +111.8% | +42.6% | +51.4% |
| All | +44.8% | +33.5% | +11.3% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling