-16.2%
LBRT vs EXR
+170.5%
-186.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.0% |
| 7D | -11.9% | +2.7% | -14.6% | -12.4% |
| 30D | -31.9% | +18.9% | -50.9% | -34.4% |
| 3M | -34.9% | +8.4% | -43.2% | -36.1% |
| 6M | -60.7% | +14.3% | -75.0% | -62.0% |
| YTD | -29.2% | +27.2% | -56.5% | -33.6% |
| 1Y | -23.6% | +25.9% | -49.6% | -28.2% |
| 3Y | -26.8% | +54.6% | -81.5% | -35.5% |
| 5Y | +16.3% | -0.6% | +16.9% | +12.2% |
| All | -16.2% | +170.5% | -186.7% | -32.0% |
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