+425.6%
WELL vs LBRT
+33.5%
+392.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.2% |
| 7D | -0.8% | +8.7% | -9.5% | -1.9% |
| 30D | -0.1% | +6.6% | -6.7% | -1.1% |
| 3M | +18.0% | -34.5% | +52.5% | +23.6% |
| 6M | +15.0% | -24.5% | +39.5% | +17.5% |
| YTD | +28.6% | +12.7% | +15.9% | +23.6% |
| 1Y | +42.9% | +94.8% | -51.9% | +25.1% |
| 3Y | +203.0% | +31.9% | +171.2% | +168.7% |
| 5Y | +206.9% | +111.8% | +95.1% | +137.1% |
| All | +425.6% | +33.5% | +392.2% | +180.2% |
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 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