-22.5%
LBRT vs WWD
+316.9%
-339.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +3.2% |
| 7D | -29.1% | +4.2% | -33.3% | -31.0% |
| 30D | -38.4% | -2.1% | -36.2% | -37.6% |
| 3M | -40.1% | -13.2% | -26.9% | -34.5% |
| 6M | -62.9% | -16.9% | -46.0% | -59.4% |
| YTD | -34.5% | +5.2% | -39.8% | -41.6% |
| 1Y | -30.2% | +20.6% | -50.8% | -44.0% |
| 3Y | -37.5% | +146.3% | -183.8% | -71.3% |
| 5Y | +7.6% | +171.3% | -163.7% | -56.8% |
| All | -22.5% | +316.9% | -339.4% | -78.8% |
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