-16.2%
LBRT vs WY
-15.0%
-1.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.6% |
| 7D | -11.9% | -0.8% | -11.2% | -12.2% |
| 30D | -31.9% | +10.6% | -42.6% | -37.8% |
| 3M | -34.9% | -16.6% | -18.2% | -28.5% |
| 6M | -60.7% | -8.6% | -52.1% | -60.0% |
| YTD | -29.2% | -8.4% | -20.8% | -29.9% |
| 1Y | -23.6% | -5.1% | -18.5% | -26.7% |
| 3Y | -26.8% | -21.9% | -4.9% | -20.9% |
| 5Y | +16.3% | -31.3% | +47.6% | +34.7% |
| All | -16.2% | -15.0% | -1.2% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling