-20.8%
WDAY vs LBRT
+26.0%
-46.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.4% |
| 7D | -4.4% | +8.7% | -13.1% | -4.5% |
| 30D | +14.7% | +6.6% | +8.1% | +14.5% |
| 3M | +32.4% | -34.5% | +66.8% | +34.4% |
| 6M | +36.9% | -24.5% | +61.4% | +37.4% |
| YTD | -8.8% | +12.7% | -21.6% | -12.0% |
| 1Y | -15.3% | +94.8% | -110.1% | -23.7% |
| All | -20.8% | +26.0% | -46.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling