+31.2%
LBRT vs WETO
-99.4%
+130.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.2% |
| 7D | +10.2% | -38.7% | +48.9% | +10.9% |
| 30D | +4.9% | -51.3% | +56.2% | +1.3% |
| 3M | -21.2% | -97.8% | +76.6% | -23.1% |
| 6M | -19.9% | -94.8% | +74.8% | -23.4% |
| YTD | +20.8% | -97.2% | +118.0% | +16.9% |
| 1Y | +123.5% | -98.9% | +222.5% | +119.7% |
| All | +31.2% | -99.4% | +130.6% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling