+31.4%
LBRT vs EXEL
+281.2%
-249.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +9.2% | -0.8% | +10.0% | +9.4% |
| 30D | -27.5% | +13.1% | -40.7% | -28.8% |
| 3M | -37.9% | +36.3% | -74.2% | -40.9% |
| 6M | -60.7% | +34.5% | -95.2% | -62.8% |
| YTD | -28.5% | +57.4% | -85.9% | -34.7% |
| 1Y | -13.2% | +62.9% | -76.1% | -21.4% |
| 3Y | -28.8% | +229.5% | -258.3% | -46.3% |
| All | +31.4% | +281.2% | -249.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling