+22.1%
LBRT vs WU
-23.6%
+45.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +8.7% | -0.8% | +9.6% | +8.9% |
| 30D | +6.6% | -1.1% | +7.7% | +6.7% |
| 3M | -34.5% | -3.9% | -30.6% | -34.8% |
| 6M | -24.5% | -20.7% | -3.8% | -20.1% |
| YTD | +12.7% | -18.4% | +31.1% | +17.1% |
| 1Y | +94.8% | -8.1% | +102.9% | +89.1% |
| All | +22.1% | -23.6% | +45.8% | +24.9% |
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