+62.0%
XRT vs LBRT
-28.3%
+90.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.0% |
| 7D | +2.5% | -11.9% | +14.4% | +3.4% |
| 30D | +10.3% | -31.9% | +42.3% | +13.8% |
| 3M | +2.4% | -34.9% | +37.2% | +5.7% |
| 6M | +10.0% | -60.7% | +70.6% | +20.0% |
| YTD | +9.5% | -29.2% | +38.8% | +8.2% |
| 1Y | +17.2% | -23.6% | +40.8% | +13.9% |
| 3Y | +62.0% | -26.8% | +88.8% | +52.8% |
| All | +62.0% | -28.3% | +90.3% | +52.8% |
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