+4.3%
LBRT vs WOLF
+37.9%
-33.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.9% |
| 7D | +9.2% | +4.4% | +4.8% | +8.6% |
| 30D | -27.5% | +1.0% | -28.5% | -27.8% |
| 3M | -37.9% | -21.2% | -16.7% | -36.9% |
| 6M | -60.7% | -60.3% | -0.4% | -59.3% |
| YTD | -28.5% | +42.6% | -71.1% | -27.4% |
| 1Y | -13.2% | +36.5% | -49.7% | -11.8% |
| All | +4.3% | +37.9% | -33.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling