-60.8%
LBRT vs WY
-11.5%
-49.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | -0.3% |
| 7D | +13.8% | -5.4% | +19.2% | +10.6% |
| 30D | -32.4% | +7.9% | -40.2% | -30.2% |
| 3M | -39.9% | -16.6% | -23.3% | -38.9% |
| 6M | -60.8% | -11.2% | -49.6% | -60.2% |
| All | -60.8% | -11.5% | -49.4% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling