+95.7%
XYZ vs LBRT
+33.5%
+62.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -1.0% | +8.3% | -9.2% | -2.5% |
| 30D | -1.7% | +6.1% | -7.8% | -3.1% |
| 3M | +16.7% | -34.8% | +51.5% | +24.7% |
| 6M | +26.9% | -24.8% | +51.7% | +30.6% |
| YTD | +27.1% | +12.2% | +14.9% | +19.7% |
| 1Y | +9.3% | +94.0% | -84.7% | -9.8% |
| 3Y | +42.3% | +31.3% | +11.0% | +23.1% |
| 5Y | -69.3% | +111.8% | -181.1% | -76.3% |
| All | +95.7% | +33.5% | +62.2% | +25.0% |
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 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