-16.2%
LBRT vs EXEL
+132.0%
-148.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +13.8% | +1.6% | +12.2% | +13.4% |
| 30D | -32.4% | +17.4% | -49.7% | -35.6% |
| 3M | -39.9% | +38.6% | -78.5% | -45.7% |
| 6M | -60.8% | +41.2% | -102.0% | -65.2% |
| YTD | -29.3% | +59.3% | -88.6% | -40.1% |
| 1Y | -18.9% | +60.2% | -79.1% | -31.5% |
| 3Y | -28.0% | +232.6% | -260.6% | -55.3% |
| 5Y | +26.6% | +285.9% | -259.3% | -28.6% |
| All | -16.2% | +132.0% | -148.3% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling