-19.0%
LBRT vs WCN
+192.3%
-211.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -15.7% | +2.6% | -18.3% | -16.7% |
| 30D | -34.3% | +25.3% | -59.6% | -41.5% |
| 3M | -40.6% | +15.2% | -55.9% | -45.1% |
| 6M | -62.0% | +26.4% | -88.4% | -66.9% |
| YTD | -31.6% | +9.9% | -41.5% | -36.3% |
| 1Y | -25.8% | +16.2% | -42.0% | -33.0% |
| 3Y | -30.4% | +49.4% | -79.8% | -48.4% |
| 5Y | +18.7% | +46.2% | -27.5% | -12.0% |
| All | -19.0% | +192.3% | -211.3% | -65.1% |
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