-15.3%
LBRT vs WTW
+145.3%
-160.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.1% |
| 7D | +9.2% | +2.0% | +7.2% | +8.1% |
| 30D | -27.5% | +12.9% | -40.4% | -32.6% |
| 3M | -37.9% | +0.7% | -38.6% | -39.2% |
| 6M | -60.7% | +39.5% | -100.2% | -68.4% |
| YTD | -28.5% | +3.1% | -31.6% | -33.1% |
| 1Y | -13.2% | +4.8% | -18.0% | -19.7% |
| 3Y | -28.8% | +42.9% | -71.7% | -47.4% |
| 5Y | +28.0% | +55.3% | -27.3% | -13.1% |
| All | -15.3% | +145.3% | -160.6% | -59.4% |
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