+43.1%
LBRT vs TW
+211.4%
-168.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.6% |
| 7D | +6.9% | -3.5% | +10.4% | +7.7% |
| 30D | +7.8% | +0.5% | +7.3% | +7.6% |
| 3M | -25.3% | +4.9% | -30.2% | -26.7% |
| 6M | -19.6% | -17.1% | -2.5% | -16.4% |
| YTD | +17.2% | -3.9% | +21.0% | +16.7% |
| 1Y | +114.1% | -13.3% | +127.3% | +118.7% |
| 3Y | +27.0% | +20.9% | +6.1% | +16.6% |
| 5Y | +128.3% | +20.5% | +107.8% | +103.7% |
| All | +43.1% | +211.4% | -168.3% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling