+55.6%
XYL vs LBRT
-22.5%
+78.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.9% |
| 7D | +5.9% | -29.1% | +35.0% | +10.3% |
| 30D | -3.9% | -38.4% | +34.5% | +1.8% |
| 3M | -18.7% | -40.1% | +21.4% | -13.8% |
| 6M | -16.9% | -62.9% | +46.0% | -6.4% |
| YTD | -27.4% | -34.5% | +7.2% | -25.6% |
| 1Y | -34.0% | -30.2% | -3.8% | -33.3% |
| 3Y | +5.6% | -37.5% | +43.1% | +4.4% |
| 5Y | -20.6% | +7.6% | -28.2% | -30.9% |
| All | +55.6% | -22.5% | +78.1% | +15.7% |
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