+68.1%
XYL vs LBRT
+33.5%
+34.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -5.0% | +8.7% | -13.8% | -6.2% |
| 30D | -13.2% | +6.6% | -19.8% | -14.2% |
| 3M | -3.7% | -34.5% | +30.8% | +1.3% |
| 6M | -17.7% | -24.5% | +6.8% | -15.7% |
| YTD | -21.5% | +12.7% | -34.2% | -24.7% |
| 1Y | -24.5% | +94.8% | -119.3% | -34.3% |
| 3Y | +6.9% | +31.9% | -24.9% | -4.3% |
| 5Y | -18.1% | +111.8% | -129.9% | -35.1% |
| All | +68.1% | +33.5% | +34.6% | +17.1% |
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