-22.5%
LBRT vs WING
+371.9%
-394.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.5% |
| 7D | -29.1% | +9.0% | -38.2% | -30.1% |
| 30D | -38.4% | +39.9% | -78.3% | -41.2% |
| 3M | -40.1% | +40.4% | -80.5% | -43.1% |
| 6M | -62.9% | +12.9% | -75.8% | -64.0% |
| YTD | -34.5% | -31.1% | -3.4% | -32.8% |
| 1Y | -30.2% | -32.7% | +2.5% | -28.3% |
| 3Y | -37.5% | -19.8% | -17.7% | -41.1% |
| 5Y | +7.6% | +4.0% | +3.6% | -6.5% |
| All | -22.5% | +371.9% | -394.4% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling