+71.0%
LBRT vs WOLF
+60.4%
+10.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +3.8% |
| 7D | +6.9% | +9.8% | -2.8% | +6.0% |
| 30D | +7.8% | -12.1% | +19.9% | +8.8% |
| 3M | -25.3% | -47.9% | +22.6% | -23.7% |
| 6M | -19.6% | +74.3% | -93.9% | -19.3% |
| YTD | +17.2% | +65.9% | -48.7% | +17.9% |
| All | +71.0% | +60.4% | +10.5% | +79.1% |
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