+109.8%
LBRT vs WWD
+198.3%
-88.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +8.7% | +1.3% | +7.4% | +8.2% |
| 30D | +6.6% | -7.2% | +13.8% | +9.5% |
| 3M | -34.5% | -3.8% | -30.6% | -34.5% |
| 6M | -24.5% | -9.9% | -14.6% | -23.8% |
| YTD | +12.7% | +14.8% | -2.1% | +1.0% |
| 1Y | +94.8% | +42.1% | +52.8% | +57.4% |
| 3Y | +31.9% | +170.8% | -138.9% | -21.6% |
| All | +109.8% | +198.3% | -88.5% | +14.8% |
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