+131.2%
EXPE vs LBRT
-28.3%
+159.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.6% |
| 7D | -13.3% | -11.9% | -1.4% | -12.8% |
| 30D | -5.5% | -31.9% | +26.5% | -3.3% |
| 3M | -16.5% | -34.9% | +18.4% | -14.5% |
| 6M | +13.1% | -60.7% | +73.8% | +22.1% |
| YTD | -8.0% | -29.2% | +21.2% | -11.3% |
| 1Y | +1.1% | -23.6% | +24.7% | -4.2% |
| 3Y | +131.2% | -26.8% | +158.0% | +105.7% |
| All | +131.2% | -28.3% | +159.5% | +105.7% |
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 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