-29.5%
LBRT vs WING
-23.4%
-6.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.2% |
| 7D | +13.8% | -3.9% | +17.7% | +13.9% |
| 30D | -32.4% | +26.6% | -59.0% | -32.7% |
| 3M | -39.9% | +42.5% | -82.4% | -40.4% |
| 6M | -60.8% | +29.4% | -90.2% | -61.3% |
| YTD | -29.3% | -32.8% | +3.5% | -27.9% |
| 1Y | -18.9% | -33.5% | +14.6% | -17.4% |
| All | -29.5% | -23.4% | -6.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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