-61.1%
LBRT vs XE
-63.5%
+2.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | -1.9% | +8.9% | -10.8% | -3.8% |
| 30D | -32.0% | -16.4% | -15.7% | -30.5% |
| 3M | -39.7% | -46.8% | +7.1% | -35.1% |
| 6M | -61.1% | -67.0% | +5.9% | -54.7% |
| All | -61.1% | -63.5% | +2.5% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling