+96.3%
GWW vs LBRT
+21.3%
+75.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +1.4% | +8.7% | -7.3% | +0.7% |
| 30D | +3.3% | +6.6% | -3.3% | +2.7% |
| 3M | +2.9% | -34.5% | +37.4% | +6.2% |
| 6M | +15.8% | -24.5% | +40.3% | +17.2% |
| YTD | +32.0% | +12.7% | +19.3% | +27.3% |
| 1Y | +29.9% | +94.8% | -64.9% | +15.9% |
| All | +96.3% | +21.3% | +75.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling