-15.3%
LBRT vs XPO
+501.8%
-517.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.1% |
| 7D | +9.2% | +9.0% | +0.2% | +5.4% |
| 30D | -27.5% | +4.2% | -31.7% | -28.7% |
| 3M | -37.9% | -8.7% | -29.2% | -35.6% |
| 6M | -60.7% | -2.8% | -57.9% | -60.8% |
| YTD | -28.5% | +41.9% | -70.4% | -40.9% |
| 1Y | -13.2% | +42.3% | -55.5% | -28.6% |
| 3Y | -28.8% | +127.3% | -156.0% | -55.6% |
| 5Y | +28.0% | +306.4% | -278.4% | -45.5% |
| All | -15.3% | +501.8% | -517.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling