+73.9%
WFC vs LBRT
-19.0%
+92.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | +0.9% | -15.7% | +16.5% | +3.8% |
| 30D | +3.3% | -34.3% | +37.5% | +11.0% |
| 3M | -1.4% | -40.6% | +39.2% | +7.8% |
| 6M | +14.7% | -62.0% | +76.7% | +35.5% |
| YTD | -5.9% | -31.6% | +25.7% | -3.2% |
| 1Y | +1.8% | -25.8% | +27.6% | +2.6% |
| 3Y | +124.9% | -30.4% | +155.3% | +118.0% |
| 5Y | +92.7% | +18.7% | +74.1% | +57.5% |
| All | +73.9% | -19.0% | +92.9% | +13.0% |
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