-0.8%
XYL vs LBRT
-27.1%
+26.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -3.7% | +9.2% | -12.9% | -4.4% |
| 30D | -8.3% | -27.5% | +19.2% | -6.3% |
| 3M | -21.4% | -37.9% | +16.5% | -18.4% |
| 6M | -12.9% | -60.7% | +47.8% | -5.0% |
| YTD | -30.1% | -28.5% | -1.6% | -30.5% |
| 1Y | -35.2% | -13.2% | -21.9% | -37.5% |
| 3Y | -0.8% | -28.8% | +28.0% | -4.9% |
| All | -0.8% | -27.1% | +26.3% | -4.9% |
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