-22.5%
LBRT vs WCC
+365.8%
-388.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.1% |
| 7D | -29.1% | -14.7% | -14.4% | -21.9% |
| 30D | -38.4% | -20.1% | -18.3% | -29.5% |
| 3M | -40.1% | -21.2% | -18.9% | -31.0% |
| 6M | -62.9% | -19.2% | -43.7% | -58.3% |
| YTD | -34.5% | +20.2% | -54.7% | -43.3% |
| 1Y | -30.2% | +14.5% | -44.7% | -37.9% |
| 3Y | -37.5% | +115.1% | -152.6% | -65.1% |
| 5Y | +7.6% | +121.5% | -113.9% | -48.1% |
| All | -22.5% | +365.8% | -388.2% | -79.5% |
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