+445.3%
WELL vs LBRT
-22.5%
+467.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | -0.8% |
| 7D | +4.4% | -29.1% | +33.6% | +8.6% |
| 30D | +10.8% | -38.4% | +49.2% | +17.0% |
| 3M | +4.2% | -40.1% | +44.3% | +10.1% |
| 6M | +14.0% | -62.9% | +76.9% | +27.2% |
| YTD | +33.4% | -34.5% | +67.9% | +36.3% |
| 1Y | +32.4% | -30.2% | +62.6% | +33.6% |
| 3Y | +194.7% | -37.5% | +232.2% | +188.5% |
| 5Y | +226.5% | +7.6% | +218.9% | +177.3% |
| All | +445.3% | -22.5% | +467.8% | +209.0% |
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