-30.4%
LBRT vs EXR
+51.9%
-82.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -15.7% | +1.7% | -17.4% | -15.8% |
| 30D | -34.3% | +18.0% | -52.3% | -35.5% |
| 3M | -40.6% | +9.7% | -50.3% | -41.2% |
| 6M | -62.0% | +13.4% | -75.4% | -62.7% |
| YTD | -31.6% | +26.3% | -57.9% | -35.1% |
| 1Y | -25.8% | +27.6% | -53.3% | -29.7% |
| 3Y | -30.4% | +52.2% | -82.5% | -39.5% |
| All | -30.4% | +51.9% | -82.3% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling