-13.2%
LBRT vs EXR
+25.3%
-38.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.2% |
| 7D | +9.2% | -0.4% | +9.6% | +8.9% |
| 30D | -27.5% | +18.2% | -45.7% | -21.5% |
| 3M | -37.9% | +7.3% | -45.2% | -34.8% |
| 6M | -60.7% | +13.8% | -74.5% | -58.1% |
| YTD | -28.5% | +25.9% | -54.4% | -24.8% |
| 1Y | -13.2% | +25.8% | -39.0% | -7.9% |
| All | -13.2% | +25.3% | -38.5% | -7.9% |
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