-26.4%
LBRT vs EXR
+170.5%
-196.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.6% | -13.1% | -13.6% |
| 7D | -34.8% | +6.8% | -41.6% | -35.7% |
| 30D | -43.6% | +19.6% | -63.2% | -45.7% |
| 3M | -41.2% | +8.0% | -49.2% | -42.3% |
| 6M | -66.1% | +17.2% | -83.2% | -67.4% |
| YTD | -37.9% | +27.2% | -65.1% | -41.7% |
| 1Y | -33.9% | +26.1% | -59.9% | -37.9% |
| 3Y | -40.9% | +70.7% | -111.5% | -49.1% |
| 5Y | +2.1% | +1.0% | +1.1% | -1.7% |
| All | -26.4% | +170.5% | -196.9% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling