-22.5%
LBRT vs EXPD
+211.0%
-233.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.6% | +6.8% |
| 7D | -29.1% | -7.2% | -22.0% | -25.5% |
| 30D | -38.4% | -3.3% | -35.1% | -36.9% |
| 3M | -40.1% | +3.4% | -43.4% | -41.3% |
| 6M | -62.9% | +22.7% | -85.6% | -67.6% |
| YTD | -34.5% | +24.5% | -59.1% | -44.9% |
| 1Y | -30.2% | +38.6% | -68.9% | -45.6% |
| 3Y | -37.5% | +71.5% | -109.0% | -59.0% |
| 5Y | +7.6% | +56.2% | -48.7% | -27.2% |
| All | -22.5% | +211.0% | -233.5% | -70.5% |
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