-37.5%
LBRT vs WU
-21.7%
-15.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +5.6% |
| 7D | -29.1% | +11.7% | -40.8% | -30.7% |
| 30D | -38.4% | +12.6% | -51.0% | -40.0% |
| 3M | -40.1% | -0.5% | -39.6% | -40.1% |
| 6M | -62.9% | -18.2% | -44.7% | -61.0% |
| YTD | -34.5% | -19.0% | -15.5% | -31.9% |
| 1Y | -30.2% | -16.7% | -13.5% | -28.6% |
| 3Y | -37.5% | -21.0% | -16.4% | -34.5% |
| All | -37.5% | -21.7% | -15.8% | -34.5% |
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