+102.9%
WMT vs LBRT
+21.3%
+81.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | +3.9% | +8.7% | -4.8% | +3.7% |
| 30D | -4.4% | +6.6% | -11.0% | -4.6% |
| 3M | -8.8% | -34.5% | +25.7% | -7.7% |
| 6M | -15.6% | -24.5% | +8.9% | -15.2% |
| YTD | -3.2% | +12.7% | -15.9% | -4.3% |
| 1Y | +7.0% | +94.8% | -87.8% | +2.8% |
| All | +102.9% | +21.3% | +81.6% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling