+501.0%
GWW vs LBRT
+34.6%
+466.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.1% |
| 7D | -3.1% | +2.3% | -5.5% | -3.4% |
| 30D | -2.3% | -2.9% | +0.6% | -2.1% |
| 3M | -3.3% | -26.1% | +22.8% | -0.7% |
| 6M | +15.4% | -26.2% | +41.5% | +17.8% |
| YTD | +26.7% | +13.7% | +13.1% | +22.3% |
| 1Y | +29.0% | +93.6% | -64.6% | +15.4% |
| 3Y | +89.0% | +23.2% | +65.8% | +74.3% |
| 5Y | +221.8% | +125.5% | +96.2% | +165.9% |
| All | +501.0% | +34.6% | +466.5% | +365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling