+364.8%
WDC vs LBRT
-22.5%
+387.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.9% |
| 7D | -28.0% | -29.1% | +1.2% | -21.0% |
| 30D | -34.9% | -38.4% | +3.4% | -26.0% |
| 3M | -41.6% | -40.1% | -1.5% | -33.3% |
| 6M | -45.4% | -62.9% | +17.5% | -30.3% |
| YTD | +53.3% | -34.5% | +87.8% | +68.8% |
| 1Y | +61.5% | -30.2% | +91.7% | +75.0% |
| 3Y | +712.3% | -37.5% | +749.8% | +757.3% |
| 5Y | +524.2% | +7.6% | +516.6% | +445.7% |
| All | +364.8% | -22.5% | +387.3% | +227.5% |
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