-21.5%
LBRT vs TW
+20.8%
-42.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.0% | -12.2% | -11.0% |
| 7D | -25.3% | +6.0% | -31.3% | -24.4% |
| 30D | -32.9% | +18.6% | -51.4% | -30.8% |
| 3M | -33.3% | +26.5% | -59.9% | -30.6% |
| 6M | -61.0% | +13.1% | -74.1% | -59.1% |
| YTD | -28.0% | +18.5% | -46.5% | -21.5% |
| 1Y | -21.5% | +21.7% | -43.2% | -14.0% |
| All | -21.5% | +20.8% | -42.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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