+20.0%
EXE vs LBRT
+26.0%
-5.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.4% |
| 7D | -0.3% | +8.7% | -9.0% | -1.5% |
| 30D | +8.5% | +6.6% | +1.8% | +7.3% |
| 3M | +5.5% | -34.5% | +39.9% | +11.4% |
| 6M | -5.9% | -24.5% | +18.6% | -3.2% |
| YTD | -9.7% | +12.7% | -22.4% | -13.8% |
| 1Y | +3.6% | +94.8% | -91.3% | -12.2% |
| All | +20.0% | +26.0% | -5.9% | +5.3% |
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