+33.5%
LBRT vs EXEL
+96.0%
-62.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.7% | +8.4% | +0.4% | +6.1% |
| 30D | +6.6% | +4.1% | +2.5% | +4.8% |
| 3M | -34.5% | +12.4% | -46.9% | -37.4% |
| 6M | -24.5% | +41.5% | -66.0% | -33.6% |
| YTD | +12.7% | +34.6% | -21.9% | +0.5% |
| 1Y | +94.8% | +57.9% | +37.0% | +63.3% |
| 3Y | +31.9% | +159.5% | -127.6% | -11.8% |
| 5Y | +111.8% | +198.5% | -86.7% | +29.8% |
| All | +33.5% | +96.0% | -62.6% | -14.7% |
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