+38.7%
LBRT vs FWONK
+194.8%
-156.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +6.9% | -2.1% | +9.0% | +8.1% |
| 30D | +7.8% | -7.7% | +15.5% | +11.9% |
| 3M | -25.3% | +9.3% | -34.6% | -29.6% |
| 6M | -19.6% | +13.3% | -32.9% | -26.6% |
| YTD | +17.2% | -3.6% | +20.8% | +16.2% |
| 1Y | +114.1% | -6.8% | +120.8% | +114.8% |
| 3Y | +27.0% | +43.9% | -16.8% | -4.1% |
| 5Y | +128.3% | +94.4% | +33.9% | +35.1% |
| All | +38.7% | +194.8% | -156.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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