+33.5%
LBRT vs EXEL
+96.0%
-62.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +8.3% | +8.4% | -0.1% | +5.6% |
| 30D | +6.1% | +4.1% | +2.1% | +4.4% |
| 3M | -34.8% | +12.4% | -47.2% | -37.6% |
| 6M | -24.8% | +41.5% | -66.4% | -33.9% |
| YTD | +12.2% | +34.6% | -22.4% | +0.1% |
| 1Y | +94.0% | +57.9% | +36.1% | +62.6% |
| 3Y | +31.3% | +159.5% | -128.2% | -12.2% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling