+453.1%
WELL vs LBRT
-19.0%
+472.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.9% |
| 7D | +3.0% | -15.7% | +18.7% | +4.9% |
| 30D | +10.2% | -34.3% | +44.5% | +15.4% |
| 3M | +6.1% | -40.6% | +46.8% | +12.3% |
| 6M | +16.6% | -62.0% | +78.6% | +29.8% |
| YTD | +35.3% | -31.6% | +67.0% | +37.4% |
| 1Y | +31.5% | -25.8% | +57.3% | +31.5% |
| 3Y | +206.5% | -30.4% | +236.8% | +195.0% |
| 5Y | +222.0% | +18.7% | +203.3% | +169.4% |
| All | +453.1% | -19.0% | +472.2% | +211.6% |
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 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