+109.4%
XYZ vs LBRT
-16.2%
+125.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.2% |
| 7D | +14.9% | -11.9% | +26.8% | +16.9% |
| 30D | +14.7% | -31.9% | +46.6% | +21.6% |
| 3M | +12.1% | -34.9% | +47.0% | +19.2% |
| 6M | +18.3% | -60.7% | +79.0% | +36.5% |
| YTD | +36.1% | -29.2% | +65.3% | +37.4% |
| 1Y | +35.3% | -23.6% | +58.9% | +34.0% |
| 3Y | +73.5% | -26.8% | +100.3% | +65.4% |
| 5Y | -61.6% | +16.3% | -78.0% | -67.4% |
| All | +109.4% | -16.2% | +125.5% | +43.5% |
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