+3.2%
WULF vs LBRT
-23.3%
+26.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +29.4% | +13.8% | +15.5% | +22.8% |
| 30D | -1.3% | -32.4% | +31.1% | +13.5% |
| 3M | -24.1% | -39.9% | +15.8% | -9.5% |
| 6M | -42.8% | -60.8% | +18.0% | -25.9% |
| YTD | +13.5% | -29.3% | +42.8% | +4.2% |
| 1Y | +3.2% | -18.9% | +22.0% | -18.2% |
| All | +3.2% | -23.3% | +26.4% | -18.2% |
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