+23.5%
LBRT vs WETO
-99.4%
+122.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.1% | -12.9% | -6.0% |
| 7D | +2.3% | -19.9% | +22.2% | +2.6% |
| 30D | -2.9% | -42.7% | +39.7% | -6.5% |
| 3M | -26.1% | -97.7% | +71.6% | -28.0% |
| 6M | -26.2% | -94.4% | +68.3% | -29.4% |
| YTD | +13.7% | -97.0% | +110.7% | +9.9% |
| 1Y | +93.6% | -98.9% | +192.4% | +90.0% |
| All | +23.5% | -99.4% | +122.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling