+65.3%
WDAY vs LBRT
-19.0%
+84.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -4.6% | -15.7% | +11.1% | -3.5% |
| 30D | +1.2% | -34.3% | +35.5% | +4.2% |
| 3M | +2.6% | -40.6% | +43.2% | +6.2% |
| 6M | +47.8% | -62.0% | +109.8% | +58.3% |
| YTD | -12.1% | -31.6% | +19.6% | -12.0% |
| 1Y | -17.1% | -25.8% | +8.6% | -18.0% |
| 3Y | -17.9% | -30.4% | +12.5% | -20.7% |
| 5Y | -35.1% | +18.7% | -53.8% | -42.2% |
| All | +65.3% | -19.0% | +84.4% | +26.8% |
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