-23.2%
LBRT vs TW
+18.0%
-41.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.2% |
| 7D | -11.9% | +3.4% | -15.3% | -11.3% |
| 30D | -31.9% | +15.5% | -47.4% | -30.1% |
| 3M | -34.9% | +25.1% | -60.0% | -32.3% |
| 6M | -60.7% | +18.2% | -78.8% | -58.8% |
| YTD | -29.2% | +19.7% | -48.9% | -22.5% |
| All | -23.2% | +18.0% | -41.1% | -15.7% |
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 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