+27.0%
LBRT vs WY
-23.0%
+50.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +4.4% |
| 7D | +6.9% | -2.1% | +9.0% | +7.7% |
| 30D | +7.8% | -10.5% | +18.3% | +11.9% |
| 3M | -25.3% | -4.9% | -20.4% | -24.4% |
| 6M | -19.6% | -4.9% | -14.6% | -19.3% |
| YTD | +17.2% | -1.7% | +18.8% | +14.3% |
| 1Y | +114.1% | -9.4% | +123.5% | +119.2% |
| 3Y | +27.0% | -22.3% | +49.3% | +36.9% |
| All | +27.0% | -23.0% | +50.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling