+94.0%
LBRT vs EXEL
+59.2%
+34.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +8.3% | +8.4% | -0.1% | +8.6% |
| 30D | +6.1% | +4.1% | +2.1% | +6.5% |
| 3M | -34.8% | +12.4% | -47.2% | -34.6% |
| 6M | -24.8% | +41.5% | -66.4% | -26.1% |
| YTD | +12.2% | +34.6% | -22.4% | +10.9% |
| 1Y | +94.0% | +57.9% | +36.1% | +100.1% |
| All | +94.0% | +59.2% | +34.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling