+31.4%
LBRT vs WTW
+55.3%
-23.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.7% |
| 7D | +9.2% | +2.0% | +7.2% | +8.7% |
| 30D | -27.5% | +12.9% | -40.4% | -29.9% |
| 3M | -37.9% | +0.7% | -38.6% | -38.3% |
| 6M | -60.7% | +39.5% | -100.2% | -65.1% |
| YTD | -28.5% | +3.1% | -31.6% | -29.8% |
| 1Y | -13.2% | +4.8% | -18.0% | -15.5% |
| 3Y | -28.8% | +42.9% | -71.7% | -40.4% |
| All | +31.4% | +55.3% | -23.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling