+43.0%
LBRT vs XPO
+475.1%
-432.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.1% | +4.4% |
| 7D | +10.2% | -0.9% | +11.1% | +10.5% |
| 30D | +4.9% | -8.1% | +13.0% | +8.5% |
| 3M | -21.2% | -19.0% | -2.2% | -14.7% |
| 6M | -19.9% | -5.2% | -14.8% | -20.3% |
| YTD | +20.8% | +35.6% | -14.8% | +1.8% |
| 1Y | +123.5% | +41.1% | +82.4% | +82.3% |
| 3Y | +30.9% | +157.9% | -127.0% | -24.0% |
| 5Y | +136.3% | +265.6% | -129.3% | +5.8% |
| All | +43.0% | +475.1% | -432.1% | -50.8% |
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