-24.8%
LBRT vs TW
-15.0%
-9.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.2% |
| 7D | +8.3% | -2.3% | +10.6% | +7.8% |
| 30D | +6.1% | +3.9% | +2.2% | +6.8% |
| 3M | -34.8% | +5.7% | -40.5% | -34.1% |
| 6M | -24.8% | -14.5% | -10.3% | -17.3% |
| All | -24.8% | -15.0% | -9.9% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling