-22.5%
LBRT vs EXEL
+131.1%
-153.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.0% |
| 7D | -29.1% | +0.3% | -29.4% | -29.1% |
| 30D | -38.4% | +19.0% | -57.4% | -41.6% |
| 3M | -40.1% | +33.3% | -73.3% | -45.3% |
| 6M | -62.9% | +42.9% | -105.7% | -67.2% |
| YTD | -34.5% | +58.7% | -93.2% | -44.5% |
| 1Y | -30.2% | +70.5% | -100.7% | -42.3% |
| 3Y | -37.5% | +233.8% | -271.3% | -61.3% |
| 5Y | +7.6% | +259.3% | -251.8% | -37.6% |
| All | -22.5% | +131.1% | -153.6% | -52.9% |
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