+446.0%
WELL vs LBRT
-15.3%
+461.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +0.1% | +9.2% | -9.1% | -1.0% |
| 30D | +5.7% | -27.5% | +33.2% | +9.3% |
| 3M | +4.6% | -37.9% | +42.5% | +10.1% |
| 6M | +11.9% | -60.7% | +72.6% | +23.9% |
| YTD | +33.6% | -28.5% | +62.1% | +34.9% |
| 1Y | +29.8% | -13.2% | +43.0% | +27.1% |
| 3Y | +202.2% | -28.8% | +230.9% | +190.3% |
| 5Y | +223.2% | +28.0% | +195.3% | +167.4% |
| All | +446.0% | -15.3% | +461.3% | +205.8% |
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