+129.3%
WFC vs LBRT
+115.1%
+14.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.8% | +8.7% | -5.0% | +2.3% |
| 30D | +1.5% | +6.6% | -5.1% | +0.2% |
| 3M | +10.9% | -34.5% | +45.3% | +17.9% |
| 6M | +8.4% | -24.5% | +32.9% | +11.5% |
| YTD | -1.9% | +12.7% | -14.6% | -7.2% |
| 1Y | +12.3% | +94.8% | -82.5% | -6.7% |
| 3Y | +132.3% | +31.9% | +100.5% | +101.7% |
| All | +129.3% | +115.1% | +14.2% | +68.5% |
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