-16.4%
LBRT vs WCC
+420.8%
-437.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +1.4% |
| 7D | -1.9% | +3.3% | -5.2% | -3.2% |
| 30D | -32.0% | -9.4% | -22.6% | -27.5% |
| 3M | -39.7% | -10.5% | -29.2% | -35.3% |
| 6M | -61.1% | -10.4% | -50.7% | -58.8% |
| YTD | -29.4% | +34.4% | -63.8% | -42.6% |
| 1Y | -24.5% | +27.7% | -52.1% | -36.8% |
| 3Y | -28.1% | +137.9% | -166.0% | -62.0% |
| 5Y | +23.9% | +147.0% | -123.2% | -43.8% |
| All | -16.4% | +420.8% | -437.1% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling