+119.0%
EXPE vs LBRT
-26.4%
+145.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -13.7% | -0.1% | -11.2% |
| 7D | -3.6% | -34.8% | +31.2% | +3.7% |
| 30D | +4.8% | -43.6% | +48.4% | +15.3% |
| 3M | -14.6% | -41.2% | +26.6% | -7.5% |
| 6M | +10.0% | -66.1% | +76.0% | +30.6% |
| YTD | -3.3% | -37.9% | +34.6% | -0.4% |
| 1Y | +28.4% | -33.9% | +62.3% | +29.9% |
| 3Y | +145.1% | -40.9% | +186.0% | +139.6% |
| 5Y | +51.6% | +2.1% | +49.5% | +23.7% |
| All | +119.0% | -26.4% | +145.4% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling