-37.5%
LBRT vs WWD
+145.1%
-182.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +4.2% |
| 7D | -29.1% | +4.2% | -33.3% | -29.9% |
| 30D | -38.4% | -2.1% | -36.2% | -37.8% |
| 3M | -40.1% | -13.2% | -26.9% | -37.2% |
| 6M | -62.9% | -16.9% | -46.0% | -61.1% |
| YTD | -34.5% | +5.2% | -39.8% | -40.0% |
| 1Y | -30.2% | +20.6% | -50.8% | -40.6% |
| 3Y | -37.5% | +146.3% | -183.8% | -58.7% |
| All | -37.5% | +145.1% | -182.5% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling