+22.1%
LBRT vs TW
+26.6%
-4.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +8.7% | -2.3% | +11.1% | +8.8% |
| 30D | +6.6% | +3.9% | +2.7% | +6.4% |
| 3M | -34.5% | +5.7% | -40.2% | -34.8% |
| 6M | -24.5% | -14.5% | -10.0% | -23.0% |
| YTD | +12.7% | -0.9% | +13.6% | +13.3% |
| 1Y | +94.8% | -13.5% | +108.4% | +100.2% |
| All | +22.1% | +26.6% | -4.5% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling