+119.0%
XRT vs LBRT
-26.4%
+145.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -0.8% |
| 7D | +2.3% | -34.8% | +37.1% | +8.6% |
| 30D | +9.8% | -43.6% | +53.4% | +18.8% |
| 3M | -0.2% | -41.2% | +41.1% | +6.8% |
| 6M | +8.4% | -66.1% | +74.4% | +25.3% |
| YTD | +7.5% | -37.9% | +45.4% | +11.0% |
| 1Y | +13.2% | -33.9% | +47.0% | +15.3% |
| 3Y | +52.0% | -40.9% | +92.9% | +51.2% |
| 5Y | -3.2% | +2.1% | -5.3% | -15.8% |
| All | +119.0% | -26.4% | +145.4% | +60.1% |
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 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