+106.6%
EXE vs LBRT
+115.1%
-8.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.5% |
| 7D | -0.3% | +8.7% | -9.0% | -2.5% |
| 30D | +8.5% | +6.6% | +1.8% | +6.3% |
| 3M | +5.5% | -34.5% | +39.9% | +16.3% |
| 6M | -5.9% | -24.5% | +18.6% | -1.3% |
| YTD | -9.7% | +12.7% | -22.4% | -17.2% |
| 1Y | +3.6% | +94.8% | -91.3% | -22.5% |
| 3Y | +18.0% | +31.9% | -13.8% | -8.0% |
| All | +106.6% | +115.1% | -8.5% | +23.0% |
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