+80.3%
EXE vs LBRT
+28.1%
+52.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +5.3% | +9.2% | -3.9% | +2.9% |
| 30D | -2.2% | -27.5% | +25.3% | +4.9% |
| 3M | -5.9% | -37.9% | +32.0% | +4.5% |
| 6M | -5.7% | -60.7% | +55.0% | +16.5% |
| YTD | -17.8% | -28.5% | +10.7% | -16.5% |
| 1Y | -23.1% | -13.2% | -9.9% | -26.7% |
| 3Y | +21.2% | -28.8% | +50.0% | +13.5% |
| All | +80.3% | +28.1% | +52.2% | +24.8% |
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