+107.3%
EXPE vs LBRT
-15.3%
+122.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.5% | +9.2% | -9.7% | -2.1% |
| 30D | -6.1% | -27.5% | +21.4% | -1.4% |
| 3M | -21.3% | -37.9% | +16.6% | -15.6% |
| 6M | +19.0% | -60.7% | +79.7% | +37.6% |
| YTD | -8.4% | -28.5% | +20.1% | -8.2% |
| 1Y | -2.8% | -13.2% | +10.4% | -6.8% |
| 3Y | +120.8% | -28.8% | +149.5% | +108.1% |
| 5Y | +46.2% | +28.0% | +18.2% | +13.8% |
| All | +107.3% | -15.3% | +122.7% | +22.7% |
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