+33.5%
LBRT vs WY
-7.4%
+40.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.9% |
| 7D | +8.7% | -1.7% | +10.5% | +10.0% |
| 30D | +6.6% | -10.1% | +16.7% | +14.1% |
| 3M | -34.5% | -5.1% | -29.3% | -33.0% |
| 6M | -24.5% | -4.8% | -19.7% | -24.2% |
| YTD | +12.7% | -0.2% | +13.0% | +8.2% |
| 1Y | +94.8% | -6.6% | +101.5% | +94.8% |
| 3Y | +31.9% | -22.7% | +54.6% | +47.9% |
| 5Y | +111.8% | -22.2% | +134.0% | +129.8% |
| All | +33.5% | -7.4% | +40.9% | +14.7% |
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 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