+1,181.6%
WULF vs LBRT
-30.4%
+1,212.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.8% |
| 7D | +0.2% | -15.7% | +15.9% | +7.1% |
| 30D | -8.8% | -34.3% | +25.5% | +6.6% |
| 3M | -22.5% | -40.6% | +18.2% | -6.2% |
| 6M | -46.3% | -62.0% | +15.7% | -26.1% |
| YTD | +9.3% | -31.6% | +40.9% | +18.3% |
| 1Y | -12.2% | -25.8% | +13.6% | -7.7% |
| 3Y | +1,181.6% | -30.4% | +1,212.0% | +1,304.1% |
| All | +1,181.6% | -30.4% | +1,212.0% | +1,304.1% |
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