+94.8%
LBRT vs EXPD
+57.8%
+37.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +8.7% | -1.1% | +9.9% | +8.8% |
| 30D | +6.6% | +4.1% | +2.5% | +6.3% |
| 3M | -34.5% | +17.9% | -52.4% | -35.0% |
| 6M | -24.5% | +29.2% | -53.7% | -25.3% |
| YTD | +12.7% | +27.4% | -14.6% | +11.5% |
| 1Y | +94.8% | +56.8% | +38.0% | +98.2% |
| All | +94.8% | +57.8% | +37.0% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling