+108.4%
EXPE vs LBRT
-22.5%
+130.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.2% | -5.8% |
| 7D | -9.3% | -29.1% | +19.8% | -4.0% |
| 30D | +0.1% | -38.4% | +38.5% | +8.3% |
| 3M | -15.3% | -40.1% | +24.7% | -8.6% |
| 6M | +5.5% | -62.9% | +68.4% | +23.0% |
| YTD | -8.0% | -34.5% | +26.6% | -6.2% |
| 1Y | +18.9% | -30.2% | +49.1% | +19.0% |
| 3Y | +135.5% | -37.5% | +173.0% | +127.6% |
| 5Y | +44.3% | +7.6% | +36.7% | +16.5% |
| All | +108.4% | -22.5% | +130.8% | +25.4% |
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