-21.5%
LBRT vs WOLF
-3.0%
-18.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.7% | -12.9% | -11.4% |
| 7D | -25.3% | -14.5% | -10.9% | -23.8% |
| 30D | -32.9% | -32.0% | -0.8% | -29.7% |
| 3M | -33.3% | -15.8% | -17.5% | -32.6% |
| 6M | -61.0% | -36.6% | -24.4% | -58.7% |
| YTD | -28.0% | +30.9% | -58.9% | -28.7% |
| 1Y | -21.5% | +4.1% | -25.6% | -22.0% |
| All | -21.5% | -3.0% | -18.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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