+33.5%
LBRT vs EXR
+132.5%
-99.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +8.7% | -2.6% | +11.3% | +9.3% |
| 30D | +6.6% | -7.2% | +13.8% | +8.2% |
| 3M | -34.5% | -3.5% | -31.0% | -34.2% |
| 6M | -24.5% | -5.3% | -19.2% | -24.1% |
| YTD | +12.7% | +9.4% | +3.4% | +9.2% |
| 1Y | +94.8% | +1.3% | +93.5% | +91.7% |
| 3Y | +31.9% | +22.4% | +9.4% | +22.3% |
| 5Y | +111.8% | -12.2% | +124.1% | +110.3% |
| All | +33.5% | +132.5% | -99.0% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling