-26.7%
WULF vs LBRT
+116.2%
-143.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.9% | +4.2% | +7.0% |
| 7D | +21.9% | +6.9% | +15.0% | +19.7% |
| 30D | +4.6% | +7.8% | -3.2% | +2.3% |
| 3M | -30.9% | -25.3% | -5.7% | -26.0% |
| 6M | +29.9% | -19.6% | +49.5% | +33.8% |
| YTD | +55.4% | +17.2% | +38.3% | +42.4% |
| 1Y | +94.1% | +114.1% | -20.0% | +44.3% |
| 3Y | +892.2% | +27.0% | +865.2% | +747.7% |
| 5Y | -26.7% | +128.3% | -155.0% | -33.8% |
| All | -26.7% | +116.2% | -143.0% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling