+57.1%
GWW vs LBRT
-25.0%
+82.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.2% | +17.7% | +6.1% |
| 7D | +11.1% | -25.3% | +36.4% | +10.4% |
| 30D | +15.7% | -32.9% | +48.6% | +15.0% |
| 3M | +14.8% | -33.3% | +48.1% | +14.1% |
| 6M | +30.9% | -61.0% | +91.9% | +30.4% |
| YTD | +48.5% | -28.0% | +76.5% | +40.2% |
| 1Y | +57.1% | -21.5% | +78.6% | +49.0% |
| All | +57.1% | -25.0% | +82.1% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling