+98.7%
XYZ vs LBRT
-26.4%
+125.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.6% | -1.7% |
| 7D | +9.2% | -34.8% | +44.0% | +17.0% |
| 30D | +9.8% | -43.6% | +53.4% | +20.4% |
| 3M | -0.2% | -41.2% | +41.0% | +8.0% |
| 6M | +18.0% | -66.1% | +84.0% | +39.8% |
| YTD | +29.1% | -37.9% | +67.0% | +33.5% |
| 1Y | +14.1% | -33.9% | +48.0% | +16.0% |
| 3Y | +72.6% | -40.9% | +113.5% | +71.2% |
| 5Y | -64.6% | +2.1% | -66.7% | -69.2% |
| All | +98.7% | -26.4% | +125.1% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling