-60.2%
LBRT vs XE
-62.9%
+2.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.0% | +1.1% | +6.8% |
| 7D | -11.9% | +7.6% | -19.5% | -13.1% |
| 30D | -31.9% | -18.6% | -13.3% | -30.8% |
| 3M | -34.9% | -50.7% | +15.9% | -30.9% |
| 6M | -60.7% | -63.0% | +2.4% | -59.3% |
| All | -60.2% | -62.9% | +2.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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