+38.7%
LBRT vs WCN
+149.0%
-110.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.4% |
| 7D | +6.9% | -0.4% | +7.4% | +7.1% |
| 30D | +7.8% | -2.1% | +9.9% | +8.8% |
| 3M | -25.3% | +6.4% | -31.6% | -28.4% |
| 6M | -19.6% | -3.7% | -15.9% | -19.1% |
| YTD | +17.2% | -6.4% | +23.5% | +19.0% |
| 1Y | +114.1% | -7.9% | +122.0% | +118.3% |
| 3Y | +27.0% | +20.8% | +6.2% | +6.0% |
| 5Y | +128.3% | +29.0% | +99.3% | +79.0% |
| All | +38.7% | +149.0% | -110.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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