+136.5%
WMT vs LBRT
-27.1%
+163.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.5% |
| 7D | +2.0% | +9.2% | -7.1% | +1.9% |
| 30D | +10.3% | -27.5% | +37.8% | +10.8% |
| 3M | +11.0% | -37.9% | +48.8% | +11.9% |
| 6M | -2.3% | -60.7% | +58.4% | -0.2% |
| YTD | +15.7% | -28.5% | +44.2% | +15.2% |
| 1Y | +26.0% | -13.2% | +39.2% | +24.3% |
| 3Y | +136.5% | -28.8% | +165.3% | +126.3% |
| All | +136.5% | -27.1% | +163.6% | +126.3% |
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