-19.0%
LBRT vs EXPD
+218.7%
-237.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -15.7% | -7.4% | -8.3% | -11.0% |
| 30D | -34.3% | -2.1% | -32.2% | -33.1% |
| 3M | -40.6% | +5.7% | -46.3% | -42.6% |
| 6M | -62.0% | +21.4% | -83.4% | -66.5% |
| YTD | -31.6% | +27.6% | -59.2% | -43.3% |
| 1Y | -25.8% | +36.1% | -61.9% | -41.2% |
| 3Y | -30.4% | +69.9% | -100.3% | -53.9% |
| 5Y | +18.7% | +59.7% | -41.0% | -20.7% |
| All | -19.0% | +218.7% | -237.7% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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