+38.7%
LBRT vs WTW
+137.2%
-98.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +5.4% |
| 7D | +6.9% | -2.7% | +9.7% | +8.4% |
| 30D | +7.8% | -5.6% | +13.4% | +10.6% |
| 3M | -25.3% | +26.5% | -51.8% | -35.6% |
| 6M | -19.6% | +8.1% | -27.7% | -25.1% |
| YTD | +17.2% | -0.3% | +17.5% | +13.0% |
| 1Y | +114.1% | -0.9% | +114.9% | +106.3% |
| 3Y | +27.0% | +66.6% | -39.6% | -16.2% |
| 5Y | +128.3% | +54.0% | +74.3% | +56.4% |
| All | +38.7% | +137.2% | -98.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling