+107.6%
LBRT vs WYNN
-11.0%
+118.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.8% | -4.2% | +6.0% | +3.1% |
| 30D | -2.5% | -14.6% | +12.1% | +2.0% |
| 3M | -24.9% | -18.4% | -6.5% | -20.7% |
| 6M | -29.5% | -11.9% | -17.5% | -28.0% |
| YTD | +14.7% | -26.6% | +41.3% | +23.8% |
| 1Y | +91.7% | -28.5% | +120.3% | +107.6% |
| 3Y | +24.6% | -5.1% | +29.7% | +19.0% |
| All | +107.6% | -11.0% | +118.6% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling