+2.1%
LBRT vs EXPD
+52.5%
-50.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.5% | -9.2% | -11.7% |
| 7D | -34.8% | -4.8% | -30.0% | -33.1% |
| 30D | -43.6% | -1.5% | -42.1% | -43.0% |
| 3M | -41.2% | +4.1% | -45.3% | -42.1% |
| 6M | -66.1% | +24.0% | -90.1% | -69.2% |
| YTD | -37.9% | +27.4% | -65.3% | -45.3% |
| 1Y | -33.9% | +38.4% | -72.3% | -44.2% |
| 3Y | -40.9% | +73.2% | -114.1% | -56.0% |
| 5Y | +2.1% | +59.9% | -57.7% | -27.6% |
| All | +2.1% | +52.5% | -50.4% | -27.6% |
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