+178.5%
EXE vs LBRT
+94.6%
+83.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | +8.3% | -8.5% | -2.3% |
| 30D | +8.5% | +6.1% | +2.3% | +6.6% |
| 3M | +5.5% | -34.8% | +40.2% | +15.8% |
| 6M | -5.9% | -24.8% | +18.9% | -1.4% |
| YTD | -9.7% | +12.2% | -21.9% | -16.4% |
| 1Y | +3.6% | +94.0% | -90.4% | -20.5% |
| 3Y | +18.0% | +31.3% | -13.2% | -5.0% |
| 5Y | +109.4% | +111.8% | -2.4% | +42.8% |
| All | +178.5% | +94.6% | +83.9% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling