+115.2%
XRT vs LBRT
-22.5%
+137.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.5% |
| 7D | +0.9% | -29.1% | +30.0% | +5.7% |
| 30D | +7.9% | -38.4% | +46.3% | +15.2% |
| 3M | -0.2% | -40.1% | +39.9% | +6.5% |
| 6M | +5.6% | -62.9% | +68.5% | +20.3% |
| YTD | +5.7% | -34.5% | +40.2% | +8.2% |
| 1Y | +14.6% | -30.2% | +44.8% | +15.8% |
| 3Y | +50.7% | -37.5% | +88.1% | +48.6% |
| 5Y | -4.8% | +7.6% | -12.4% | -18.0% |
| All | +115.2% | -22.5% | +137.7% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling