+43.0%
LBRT vs WYNN
-38.7%
+81.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +4.0% |
| 7D | +10.2% | -1.4% | +11.6% | +10.8% |
| 30D | +4.9% | -11.8% | +16.6% | +10.6% |
| 3M | -21.2% | -15.8% | -5.4% | -15.8% |
| 6M | -19.9% | -10.7% | -9.2% | -18.0% |
| YTD | +20.8% | -24.5% | +45.2% | +32.7% |
| 1Y | +123.5% | -25.0% | +148.6% | +144.7% |
| 3Y | +30.9% | -1.8% | +32.7% | +21.5% |
| 5Y | +136.3% | -10.0% | +146.3% | +109.9% |
| All | +43.0% | -38.7% | +81.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling