+33.5%
LBRT vs EXPD
+218.0%
-184.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +8.3% | -1.1% | +9.4% | +9.0% |
| 30D | +6.1% | +4.1% | +2.1% | +3.3% |
| 3M | -34.8% | +17.9% | -52.7% | -41.6% |
| 6M | -24.8% | +29.2% | -54.1% | -37.1% |
| YTD | +12.2% | +27.4% | -15.1% | -7.2% |
| 1Y | +94.0% | +56.8% | +37.2% | +36.6% |
| 3Y | +31.3% | +68.0% | -36.8% | -13.0% |
| 5Y | +111.8% | +61.9% | +50.0% | +38.9% |
| All | +33.5% | +218.0% | -184.6% | -50.1% |
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