+450.5%
WELL vs LBRT
-16.2%
+466.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.2% | -0.1% |
| 7D | +3.5% | -11.9% | +15.4% | +4.8% |
| 30D | +9.7% | -31.9% | +41.7% | +14.4% |
| 3M | +4.8% | -34.9% | +39.7% | +9.6% |
| 6M | +16.1% | -60.7% | +76.7% | +28.6% |
| YTD | +34.7% | -29.2% | +63.9% | +36.2% |
| 1Y | +31.9% | -23.6% | +55.6% | +31.5% |
| 3Y | +209.9% | -26.8% | +236.7% | +196.3% |
| 5Y | +226.5% | +16.3% | +210.2% | +174.6% |
| All | +450.5% | -16.2% | +466.7% | +208.8% |
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