+66.3%
WULF vs LBRT
+119.0%
-52.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.7% |
| 7D | +15.6% | +10.2% | +5.4% | +13.5% |
| 30D | +5.7% | +4.9% | +0.9% | +4.9% |
| 3M | -32.3% | -21.2% | -11.1% | -31.0% |
| 6M | +23.7% | -19.9% | +43.6% | +24.2% |
| YTD | +49.1% | +20.8% | +28.3% | +39.7% |
| 1Y | +66.3% | +123.5% | -57.2% | +49.6% |
| All | +66.3% | +119.0% | -52.6% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling