+33.5%
LBRT vs WCC
+458.5%
-425.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | -1.1% |
| 7D | +8.3% | +4.5% | +3.8% | +5.6% |
| 30D | +6.1% | -5.8% | +11.9% | +9.6% |
| 3M | -34.8% | -3.7% | -31.1% | -34.0% |
| 6M | -24.8% | +23.1% | -47.9% | -35.9% |
| YTD | +12.2% | +44.2% | -31.9% | -13.0% |
| 1Y | +94.0% | +62.1% | +31.9% | +39.2% |
| 3Y | +31.3% | +121.1% | -89.8% | -28.6% |
| 5Y | +111.8% | +214.0% | -102.1% | -19.3% |
| All | +33.5% | +458.5% | -425.0% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling