+30.2%
EXC vs LBRT
-41.2%
+71.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.3% | +0.3% |
| 7D | +1.4% | -34.8% | +36.2% | +0.5% |
| 30D | +11.6% | -43.6% | +55.2% | +10.5% |
| 3M | +2.7% | -41.2% | +43.9% | +1.8% |
| 6M | +2.7% | -66.1% | +68.7% | +1.3% |
| YTD | +9.7% | -37.9% | +47.6% | +8.7% |
| 1Y | +4.5% | -33.9% | +38.4% | +3.6% |
| All | +30.2% | -41.2% | +71.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling