+20.5%
EXE vs LBRT
-28.0%
+48.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +1.6% |
| 30D | -0.2% | -32.0% | +31.8% | +4.6% |
| 3M | -9.2% | -39.7% | +30.4% | -3.6% |
| 6M | -7.2% | -61.1% | +53.8% | +4.2% |
| YTD | -18.3% | -29.4% | +11.1% | -17.3% |
| 1Y | -23.6% | -24.5% | +0.8% | -23.9% |
| All | +20.5% | -28.0% | +48.5% | +16.2% |
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