+6.5%
LBRT vs EXPD
+55.6%
-49.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.6% | +6.4% |
| 7D | -29.1% | -7.2% | -22.0% | -26.5% |
| 30D | -38.4% | -3.3% | -35.1% | -37.3% |
| 3M | -40.1% | +3.4% | -43.4% | -40.8% |
| 6M | -62.9% | +22.7% | -85.6% | -66.1% |
| YTD | -34.5% | +24.5% | -59.1% | -41.8% |
| 1Y | -30.2% | +38.6% | -68.9% | -41.3% |
| 3Y | -37.5% | +71.5% | -109.0% | -53.2% |
| All | +6.5% | +55.6% | -49.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling