+139.5%
EXPE vs LBRT
+33.5%
+106.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -9.5% | +8.7% | -18.3% | -11.1% |
| 30D | -6.6% | +6.6% | -13.2% | -8.2% |
| 3M | +31.4% | -34.5% | +65.9% | +40.2% |
| 6M | +35.2% | -24.5% | +59.7% | +38.6% |
| YTD | +5.8% | +12.7% | -6.9% | -1.1% |
| 1Y | +38.7% | +94.8% | -56.2% | +12.6% |
| 3Y | +175.8% | +31.9% | +143.9% | +132.7% |
| 5Y | +111.8% | +111.8% | 0.0% | +50.3% |
| All | +139.5% | +33.5% | +106.1% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling