-16.2%
LBRT vs WU
-44.6%
+28.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | +13.8% | -5.3% | +19.1% | +16.9% |
| 30D | -32.4% | +9.0% | -41.4% | -36.9% |
| 3M | -39.9% | -3.6% | -36.3% | -40.5% |
| 6M | -60.8% | -19.4% | -41.4% | -58.0% |
| YTD | -29.3% | -21.7% | -7.6% | -24.5% |
| 1Y | -18.9% | -16.1% | -2.7% | -17.8% |
| 3Y | -28.0% | -24.1% | -3.9% | -25.0% |
| 5Y | +26.6% | -44.1% | +70.7% | +58.6% |
| All | -16.2% | -44.6% | +28.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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