+34.6%
LBRT vs WTW
+130.0%
-95.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.2% |
| 7D | +2.3% | -7.8% | +10.1% | +6.6% |
| 30D | -2.9% | -7.9% | +5.0% | +0.8% |
| 3M | -26.1% | +19.9% | -46.1% | -34.6% |
| 6M | -26.2% | +9.8% | -36.0% | -32.1% |
| YTD | +13.7% | -3.3% | +17.0% | +11.3% |
| 1Y | +93.6% | -3.3% | +96.9% | +88.6% |
| 3Y | +23.2% | +61.5% | -38.3% | -17.5% |
| 5Y | +125.5% | +42.6% | +82.9% | +62.7% |
| All | +34.6% | +130.0% | -95.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling