+70.2%
WFC vs LBRT
-22.5%
+92.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.5% |
| 7D | +1.2% | -29.1% | +30.4% | +7.6% |
| 30D | +5.2% | -38.4% | +43.6% | +14.6% |
| 3M | -3.0% | -40.1% | +37.0% | +5.9% |
| 6M | +6.2% | -62.9% | +69.1% | +26.0% |
| YTD | -7.9% | -34.5% | +26.6% | -4.4% |
| 1Y | +0.3% | -30.2% | +30.5% | +2.3% |
| 3Y | +117.7% | -37.5% | +155.2% | +115.9% |
| 5Y | +88.4% | +7.6% | +80.8% | +57.1% |
| All | +70.2% | -22.5% | +92.7% | +11.7% |
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