+90.7%
WFC vs LBRT
+28.1%
+62.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +2.5% | +9.2% | -6.7% | +1.0% |
| 30D | +7.0% | -27.5% | +34.5% | +11.9% |
| 3M | -1.8% | -37.9% | +36.1% | +5.1% |
| 6M | +18.4% | -60.7% | +79.1% | +36.0% |
| YTD | -5.6% | -28.5% | +22.9% | -4.9% |
| 1Y | +3.9% | -13.2% | +17.1% | +0.4% |
| 3Y | +126.3% | -28.8% | +155.1% | +116.8% |
| All | +90.7% | +28.1% | +62.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling