+20.7%
XYZ vs LBRT
-25.0%
+45.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -11.2% | +26.5% | +14.1% |
| 7D | +16.5% | -25.3% | +41.8% | +14.0% |
| 30D | +15.0% | -32.9% | +47.8% | +12.0% |
| 3M | +3.5% | -33.3% | +36.9% | +1.0% |
| 6M | +21.9% | -61.0% | +82.8% | +15.9% |
| YTD | +34.6% | -28.0% | +62.6% | +28.7% |
| 1Y | +20.7% | -21.5% | +42.2% | +11.0% |
| All | +20.7% | -25.0% | +45.8% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling