-37.5%
LBRT vs WCN
+45.2%
-82.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.7% | +5.2% |
| 7D | -29.1% | +2.9% | -32.1% | -28.8% |
| 30D | -38.4% | +22.1% | -60.5% | -37.6% |
| 3M | -40.1% | +13.2% | -53.2% | -39.1% |
| 6M | -62.9% | +23.7% | -86.6% | -62.8% |
| YTD | -34.5% | +8.7% | -43.3% | -33.6% |
| 1Y | -30.2% | +15.3% | -45.6% | -29.8% |
| 3Y | -37.5% | +46.0% | -83.5% | -42.1% |
| All | -37.5% | +45.2% | -82.6% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling