+723.5%
WDC vs LBRT
+33.5%
+690.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.8% | +5.6% |
| 7D | +1.7% | +8.3% | -6.5% | -0.3% |
| 30D | -10.0% | +6.1% | -16.1% | -11.5% |
| 3M | -18.8% | -34.8% | +16.0% | -10.4% |
| 6M | +79.0% | -24.8% | +103.9% | +89.5% |
| YTD | +171.6% | +12.2% | +159.3% | +160.1% |
| 1Y | +417.4% | +94.0% | +323.4% | +328.6% |
| 3Y | +1,251.8% | +31.3% | +1,220.5% | +1,076.9% |
| 5Y | +911.7% | +111.8% | +799.9% | +637.5% |
| All | +723.5% | +33.5% | +690.0% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling