+16.2%
WBD vs LBRT
+43.0%
-26.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.3% |
| 7D | -1.7% | +10.2% | -11.9% | -3.5% |
| 30D | +3.9% | +4.9% | -1.0% | +2.7% |
| 3M | +5.1% | -21.2% | +26.3% | +8.5% |
| 6M | +0.6% | -19.9% | +20.5% | +2.7% |
| YTD | -3.2% | +20.8% | -23.9% | -9.5% |
| 1Y | +127.7% | +123.5% | +4.1% | +85.1% |
| 3Y | +146.6% | +30.9% | +115.6% | +117.2% |
| 5Y | +4.2% | +136.3% | -132.1% | -20.6% |
| All | +16.2% | +43.0% | -26.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling