+33.5%
LBRT vs WWD
+354.9%
-321.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.4% |
| 7D | +8.3% | +1.3% | +7.0% | +7.3% |
| 30D | +6.1% | -7.2% | +13.3% | +11.2% |
| 3M | -34.8% | -3.8% | -30.9% | -34.8% |
| 6M | -24.8% | -9.9% | -14.9% | -23.8% |
| YTD | +12.2% | +14.8% | -2.6% | -5.2% |
| 1Y | +94.0% | +42.1% | +51.9% | +40.0% |
| 3Y | +31.3% | +170.8% | -139.5% | -43.4% |
| 5Y | +111.8% | +197.5% | -85.7% | -20.0% |
| All | +33.5% | +354.9% | -321.5% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling