+94.0%
LBRT vs EXR
+1.1%
+92.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +0.6% |
| 7D | +8.3% | -2.6% | +10.8% | +7.3% |
| 30D | +6.1% | -7.2% | +13.3% | +3.7% |
| 3M | -34.8% | -3.5% | -31.3% | -35.4% |
| 6M | -24.8% | -5.3% | -19.5% | -24.9% |
| YTD | +12.2% | +9.4% | +2.9% | +13.7% |
| 1Y | +94.0% | +1.3% | +92.7% | +78.7% |
| All | +94.0% | +1.1% | +92.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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