+123.5%
LBRT vs TW
-13.2%
+136.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +10.2% | -0.5% | +10.7% | +10.1% |
| 30D | +4.9% | -0.6% | +5.5% | +4.8% |
| 3M | -21.2% | +3.4% | -24.6% | -20.8% |
| 6M | -19.9% | -18.4% | -1.5% | -19.9% |
| YTD | +20.8% | -3.9% | +24.7% | +25.6% |
| 1Y | +123.5% | -13.3% | +136.9% | +130.8% |
| All | +123.5% | -13.2% | +136.8% | +130.8% |
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