+35.9%
LBRT vs WYNN
-40.4%
+76.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +1.8% | -4.2% | +6.0% | +3.8% |
| 30D | -2.5% | -14.6% | +12.1% | +4.5% |
| 3M | -24.9% | -18.4% | -6.5% | -18.5% |
| 6M | -29.5% | -11.9% | -17.5% | -27.2% |
| YTD | +14.7% | -26.6% | +41.3% | +27.8% |
| 1Y | +91.7% | -28.5% | +120.3% | +114.5% |
| 3Y | +24.6% | -5.1% | +29.7% | +17.5% |
| 5Y | +127.7% | -10.5% | +138.2% | +102.3% |
| All | +35.9% | -40.4% | +76.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling