+27.2%
LBRT vs WTW
+66.9%
-39.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.1% |
| 7D | +6.9% | -2.7% | +9.7% | +7.1% |
| 30D | +7.8% | -5.6% | +13.4% | +8.3% |
| 3M | -25.3% | +26.5% | -51.8% | -27.5% |
| 6M | -19.6% | +8.1% | -27.7% | -19.8% |
| YTD | +17.2% | -0.3% | +17.5% | +18.6% |
| 1Y | +114.1% | -0.9% | +114.9% | +117.0% |
| All | +27.2% | +66.9% | -39.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling