-26.4%
LBRT vs EXPD
+218.2%
-244.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.5% | -9.2% | -10.8% |
| 7D | -34.8% | -4.8% | -30.0% | -32.4% |
| 30D | -43.6% | -1.5% | -42.1% | -42.8% |
| 3M | -41.2% | +4.1% | -45.3% | -42.6% |
| 6M | -66.1% | +24.0% | -90.1% | -70.5% |
| YTD | -37.9% | +27.4% | -65.3% | -48.4% |
| 1Y | -33.9% | +38.4% | -72.3% | -48.3% |
| 3Y | -40.9% | +73.2% | -114.1% | -61.4% |
| 5Y | +2.1% | +59.9% | -57.7% | -31.8% |
| All | -26.4% | +218.2% | -244.6% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling