-28.8%
LBRT vs WU
-23.0%
-5.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +9.2% | -2.0% | +11.2% | +9.4% |
| 30D | -27.5% | +11.4% | -38.9% | -29.4% |
| 3M | -37.9% | -6.8% | -31.1% | -37.0% |
| 6M | -60.7% | -14.6% | -46.1% | -59.5% |
| YTD | -28.5% | -20.6% | -7.9% | -25.4% |
| 1Y | -13.2% | -15.4% | +2.2% | -12.6% |
| 3Y | -28.8% | -23.6% | -5.2% | -25.5% |
| All | -28.8% | -23.0% | -5.8% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling