+108.8%
EXPE vs LBRT
-16.4%
+125.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.8% |
| 7D | -17.8% | -1.9% | -15.9% | -17.4% |
| 30D | -3.2% | -32.0% | +28.8% | +2.8% |
| 3M | -19.0% | -39.7% | +20.7% | -12.6% |
| 6M | +17.7% | -61.1% | +78.8% | +36.3% |
| YTD | -7.8% | -29.4% | +21.6% | -7.4% |
| 1Y | -1.4% | -24.5% | +23.1% | -2.7% |
| 3Y | +121.9% | -28.1% | +150.0% | +108.6% |
| 5Y | +44.3% | +23.9% | +20.4% | +13.1% |
| All | +108.8% | -16.4% | +125.2% | +23.8% |
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 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