+174.2%
EXPE vs LBRT
+26.0%
+148.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -9.5% | +8.7% | -18.3% | -10.3% |
| 30D | -6.6% | +6.6% | -13.2% | -7.4% |
| 3M | +31.4% | -34.5% | +65.9% | +36.8% |
| 6M | +35.2% | -24.5% | +59.7% | +36.8% |
| YTD | +5.8% | +12.7% | -6.9% | -0.4% |
| 1Y | +38.7% | +94.8% | -56.2% | +15.7% |
| All | +174.2% | +26.0% | +148.2% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling