+126.2%
EXC vs LBRT
-22.5%
+148.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.3% |
| 7D | -1.2% | -29.1% | +28.0% | +0.8% |
| 30D | +10.0% | -38.4% | +48.3% | +13.1% |
| 3M | +1.6% | -40.1% | +41.7% | +4.5% |
| 6M | +3.3% | -62.9% | +66.2% | +9.3% |
| YTD | +7.6% | -34.5% | +42.1% | +8.7% |
| 1Y | +3.5% | -30.2% | +33.7% | +3.9% |
| 3Y | +27.7% | -37.5% | +65.1% | +26.4% |
| 5Y | +41.1% | +7.6% | +33.5% | +30.0% |
| All | +126.2% | -22.5% | +148.7% | +61.4% |
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