-16.2%
LBRT vs WWD
+337.4%
-353.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +5.0% |
| 7D | -11.9% | +4.2% | -16.1% | -13.6% |
| 30D | -31.9% | -0.8% | -31.2% | -31.6% |
| 3M | -34.9% | -8.2% | -26.7% | -31.2% |
| 6M | -60.7% | -9.8% | -50.8% | -59.1% |
| YTD | -29.2% | +10.4% | -39.6% | -38.7% |
| 1Y | -23.6% | +25.5% | -49.1% | -40.2% |
| 3Y | -26.8% | +155.8% | -182.6% | -67.1% |
| 5Y | +16.3% | +187.3% | -171.0% | -55.0% |
| All | -16.2% | +337.4% | -353.6% | -77.8% |
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