-37.5%
LBRT vs EXR
+69.9%
-107.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.4% |
| 7D | -29.1% | +5.2% | -34.3% | -29.5% |
| 30D | -38.4% | +20.9% | -59.3% | -39.6% |
| 3M | -40.1% | +7.7% | -47.8% | -40.4% |
| 6M | -62.9% | +13.2% | -76.1% | -63.5% |
| YTD | -34.5% | +26.5% | -61.0% | -37.6% |
| 1Y | -30.2% | +27.2% | -57.4% | -33.6% |
| 3Y | -37.5% | +71.5% | -109.0% | -44.6% |
| All | -37.5% | +69.9% | -107.4% | -44.6% |
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