+81.3%
WFC vs LBRT
+33.5%
+47.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.8% | +8.7% | -5.0% | +2.0% |
| 30D | +1.5% | +6.6% | -5.1% | 0.0% |
| 3M | +10.9% | -34.5% | +45.3% | +19.0% |
| 6M | +8.4% | -24.5% | +32.9% | +12.0% |
| YTD | -1.9% | +12.7% | -14.6% | -7.5% |
| 1Y | +12.3% | +94.8% | -82.5% | -7.8% |
| 3Y | +132.3% | +31.9% | +100.5% | +99.5% |
| 5Y | +130.1% | +111.8% | +18.2% | +67.8% |
| All | +81.3% | +33.5% | +47.9% | +8.1% |
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 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