+16.3%
LBRT vs WY
-31.5%
+47.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.8% |
| 7D | -11.9% | -0.8% | -11.2% | -12.0% |
| 30D | -31.9% | +10.6% | -42.6% | -35.6% |
| 3M | -34.9% | -16.6% | -18.2% | -30.1% |
| 6M | -60.7% | -8.6% | -52.1% | -59.9% |
| YTD | -29.2% | -8.4% | -20.8% | -29.4% |
| 1Y | -23.6% | -5.1% | -18.5% | -25.7% |
| 3Y | -26.8% | -21.9% | -4.9% | -21.7% |
| 5Y | +16.3% | -31.3% | +47.6% | +24.7% |
| All | +16.3% | -31.5% | +47.8% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling