-21.5%
LBRT vs WETO
-99.3%
+77.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +11.4% | -22.6% | -11.3% |
| 7D | -25.3% | +3.6% | -28.9% | -25.4% |
| 30D | -32.9% | -17.2% | -15.6% | -32.8% |
| 3M | -33.3% | -83.7% | +50.4% | -34.9% |
| 6M | -61.0% | -98.3% | +37.3% | -62.0% |
| YTD | -28.0% | -99.0% | +71.0% | -30.5% |
| 1Y | -21.5% | -99.4% | +77.9% | -24.1% |
| All | -21.5% | -99.3% | +77.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling