+125.5%
LBRT vs WTW
+42.3%
+83.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.0% |
| 7D | +2.3% | -7.8% | +10.1% | +4.6% |
| 30D | -2.9% | -7.9% | +5.0% | -0.9% |
| 3M | -26.1% | +19.9% | -46.1% | -31.2% |
| 6M | -26.2% | +9.8% | -36.0% | -29.4% |
| YTD | +13.7% | -3.3% | +17.0% | +13.6% |
| 1Y | +93.6% | -3.3% | +96.9% | +92.9% |
| 3Y | +23.2% | +61.5% | -38.3% | -6.6% |
| 5Y | +125.5% | +42.6% | +82.9% | +87.7% |
| All | +125.5% | +42.3% | +83.2% | +87.7% |
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 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