+2.1%
EXC vs LBRT
-23.3%
+25.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | +0.1% |
| 7D | -1.9% | +13.8% | -15.8% | -1.3% |
| 30D | +7.8% | -32.4% | +40.2% | +6.3% |
| 3M | +1.9% | -39.9% | +41.8% | +0.2% |
| 6M | +3.4% | -60.8% | +64.2% | +0.8% |
| YTD | +7.6% | -29.3% | +36.9% | +6.4% |
| 1Y | +2.1% | -18.9% | +21.0% | +0.3% |
| All | +2.1% | -23.3% | +25.4% | +0.3% |
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