+110.2%
XRT vs LBRT
+33.5%
+76.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.8% | +8.3% | -7.4% | -0.5% |
| 30D | -4.2% | +6.1% | -10.3% | -5.3% |
| 3M | +5.1% | -34.8% | +39.8% | +11.2% |
| 6M | +2.4% | -24.8% | +27.2% | +5.1% |
| YTD | +3.2% | +12.2% | -9.0% | -1.6% |
| 1Y | +1.5% | +94.0% | -92.5% | -13.2% |
| 3Y | +40.6% | +31.3% | +9.3% | +24.3% |
| 5Y | -1.0% | +111.8% | -112.8% | -22.8% |
| All | +110.2% | +33.5% | +76.7% | +41.8% |
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 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