-16.2%
LBRT vs WY
-17.7%
+1.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | +13.8% | -5.4% | +19.2% | +17.9% |
| 30D | -32.4% | +7.9% | -40.2% | -37.2% |
| 3M | -39.9% | -16.6% | -23.3% | -34.1% |
| 6M | -60.8% | -11.2% | -49.6% | -59.4% |
| YTD | -29.3% | -11.3% | -17.9% | -28.5% |
| 1Y | -18.9% | -5.5% | -13.3% | -22.1% |
| 3Y | -28.0% | -25.4% | -2.6% | -19.6% |
| 5Y | +26.6% | -32.4% | +58.9% | +47.6% |
| All | -16.2% | -17.7% | +1.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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