-4.5%
LBRT vs WOLF
+32.2%
-36.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +16.8% | -11.5% | +3.3% |
| 7D | -29.1% | +8.2% | -37.4% | -29.8% |
| 30D | -38.4% | -24.2% | -14.2% | -36.8% |
| 3M | -40.1% | -13.8% | -26.3% | -39.6% |
| 6M | -62.9% | -44.8% | -18.1% | -61.3% |
| YTD | -34.5% | +36.6% | -71.2% | -33.2% |
| 1Y | -30.2% | +27.6% | -57.8% | -28.5% |
| All | -4.5% | +32.2% | -36.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling