+38.7%
LBRT vs WWD
+345.8%
-307.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +5.2% |
| 7D | +6.9% | +0.8% | +6.1% | +6.3% |
| 30D | +7.8% | -6.4% | +14.2% | +12.4% |
| 3M | -25.3% | -5.6% | -19.6% | -24.5% |
| 6M | -19.6% | -9.1% | -10.5% | -19.2% |
| YTD | +17.2% | +12.5% | +4.6% | +0.2% |
| 1Y | +114.1% | +41.3% | +72.8% | +54.7% |
| 3Y | +27.0% | +170.2% | -143.2% | -45.3% |
| 5Y | +128.3% | +192.5% | -64.2% | -12.9% |
| All | +38.7% | +345.8% | -307.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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