+425.6%
WELL vs LBRT
+33.5%
+392.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -0.8% | +8.3% | -9.1% | -1.8% |
| 30D | -0.1% | +6.1% | -6.2% | -1.0% |
| 3M | +18.0% | -34.8% | +52.8% | +23.6% |
| 6M | +15.0% | -24.8% | +39.8% | +17.6% |
| YTD | +28.6% | +12.2% | +16.4% | +23.7% |
| 1Y | +42.9% | +94.0% | -51.1% | +25.2% |
| 3Y | +203.0% | +31.3% | +171.7% | +168.9% |
| 5Y | +206.9% | +111.8% | +95.1% | +137.1% |
| All | +425.6% | +33.5% | +392.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling