+95.7%
XYZ vs LBRT
+33.5%
+62.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.0% | +8.7% | -9.7% | -2.6% |
| 30D | -1.7% | +6.6% | -8.3% | -3.2% |
| 3M | +16.7% | -34.5% | +51.2% | +24.6% |
| 6M | +26.9% | -24.5% | +51.3% | +30.5% |
| YTD | +27.1% | +12.7% | +14.4% | +19.6% |
| 1Y | +9.3% | +94.8% | -85.6% | -9.9% |
| 3Y | +42.3% | +31.9% | +10.4% | +23.0% |
| 5Y | -69.3% | +111.8% | -181.1% | -76.3% |
| All | +95.7% | +33.5% | +62.2% | +24.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling