+141.7%
WEC vs LBRT
-22.5%
+164.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.4% | -2.2% |
| 7D | -0.2% | -29.1% | +29.0% | +0.6% |
| 30D | +12.3% | -38.4% | +50.7% | +13.6% |
| 3M | +8.3% | -40.1% | +48.3% | +9.5% |
| 6M | +3.5% | -62.9% | +66.4% | +5.9% |
| YTD | +12.7% | -34.5% | +47.2% | +13.2% |
| 1Y | +8.2% | -30.2% | +38.4% | +8.4% |
| 3Y | +55.9% | -37.5% | +93.3% | +55.2% |
| 5Y | +51.2% | +7.6% | +43.6% | +47.1% |
| All | +141.7% | -22.5% | +164.2% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling