+31.4%
LBRT vs WWD
+187.3%
-155.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +9.2% | +4.0% | +5.2% | +7.7% |
| 30D | -27.5% | +0.4% | -27.9% | -27.5% |
| 3M | -37.9% | -7.9% | -30.0% | -35.9% |
| 6M | -60.7% | -10.6% | -50.1% | -59.6% |
| YTD | -28.5% | +9.4% | -37.9% | -34.7% |
| 1Y | -13.2% | +25.7% | -39.0% | -26.1% |
| 3Y | -28.8% | +148.5% | -177.3% | -56.0% |
| All | +31.4% | +187.3% | -155.8% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling