+33.5%
LBRT vs XPO
+502.7%
-469.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.9% |
| 7D | +8.3% | +2.4% | +5.8% | +7.0% |
| 30D | +6.1% | -3.5% | +9.7% | +7.6% |
| 3M | -34.8% | -11.9% | -22.8% | -31.8% |
| 6M | -24.8% | -10.0% | -14.9% | -23.4% |
| YTD | +12.2% | +42.1% | -29.9% | -7.1% |
| 1Y | +94.0% | +47.6% | +46.4% | +55.4% |
| 3Y | +31.3% | +153.6% | -122.3% | -23.1% |
| 5Y | +111.8% | +266.5% | -154.7% | -4.5% |
| All | +33.5% | +502.7% | -469.2% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling