+17.7%
WBD vs LBRT
+33.5%
-15.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -1.8% | +8.7% | -10.5% | -3.4% |
| 30D | +8.8% | +6.6% | +2.2% | +7.3% |
| 3M | +4.6% | -34.5% | +39.1% | +11.8% |
| 6M | +1.1% | -24.5% | +25.6% | +4.3% |
| YTD | -2.0% | +12.7% | -14.7% | -7.1% |
| 1Y | +140.0% | +94.8% | +45.2% | +100.4% |
| 3Y | +144.4% | +31.9% | +112.5% | +115.1% |
| 5Y | -0.2% | +111.8% | -112.0% | -22.4% |
| All | +17.7% | +33.5% | -15.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling