+150.1%
EXE vs LBRT
+18.0%
+132.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.7% | +3.1% |
| 7D | -2.2% | -15.7% | +13.5% | +1.5% |
| 30D | -0.3% | -34.3% | +33.9% | +9.3% |
| 3M | -9.3% | -40.6% | +31.3% | +1.5% |
| 6M | -7.2% | -62.0% | +54.8% | +14.7% |
| YTD | -18.9% | -31.6% | +12.7% | -16.4% |
| 1Y | -21.7% | -25.8% | +4.1% | -21.5% |
| 3Y | +21.0% | -30.4% | +51.4% | +14.8% |
| 5Y | +76.0% | +18.7% | +57.3% | +35.8% |
| All | +150.1% | +18.0% | +132.1% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling