-13.5%
LBRT vs TW
+287.8%
-301.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.0% |
| 7D | -11.9% | +3.4% | -15.3% | -12.6% |
| 30D | -31.9% | +15.5% | -47.4% | -34.2% |
| 3M | -34.9% | +25.1% | -60.0% | -38.2% |
| 6M | -60.7% | +18.2% | -78.8% | -62.5% |
| YTD | -29.2% | +19.7% | -48.9% | -33.0% |
| 1Y | -23.6% | +18.1% | -41.7% | -27.4% |
| 3Y | -26.8% | +40.5% | -67.4% | -34.7% |
| 5Y | +16.3% | +37.1% | -20.8% | +2.3% |
| All | -13.5% | +287.8% | -301.3% | -47.0% |
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 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