+40.1%
EXC vs LBRT
+13.8%
+26.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | +0.1% | -15.7% | +15.7% | +0.4% |
| 30D | +9.0% | -34.3% | +43.3% | +10.1% |
| 3M | +3.3% | -40.6% | +43.9% | +4.6% |
| 6M | +5.7% | -62.0% | +67.7% | +8.4% |
| YTD | +7.3% | -31.6% | +39.0% | +7.3% |
| 1Y | +2.9% | -25.8% | +28.7% | +2.3% |
| 3Y | +29.3% | -30.4% | +59.7% | +27.0% |
| 5Y | +40.1% | +18.7% | +21.4% | +31.6% |
| All | +40.1% | +13.8% | +26.2% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling