+37.7%
LBRT vs TW
+221.1%
-183.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +8.7% | -2.3% | +11.1% | +9.3% |
| 30D | +6.6% | +3.9% | +2.7% | +5.6% |
| 3M | -34.5% | +5.7% | -40.2% | -35.9% |
| 6M | -24.5% | -14.5% | -10.0% | -22.1% |
| YTD | +12.7% | -0.9% | +13.6% | +11.6% |
| 1Y | +94.8% | -13.5% | +108.4% | +99.7% |
| 3Y | +31.9% | +25.0% | +6.9% | +20.2% |
| 5Y | +111.8% | +22.7% | +89.1% | +88.6% |
| All | +37.7% | +221.1% | -183.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling