+147.3%
WEC vs LBRT
-15.3%
+162.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +2.3% | +9.2% | -6.9% | +2.1% |
| 30D | +11.1% | -27.5% | +38.6% | +11.8% |
| 3M | +8.4% | -37.9% | +46.3% | +9.6% |
| 6M | +7.5% | -60.7% | +68.2% | +9.9% |
| YTD | +15.3% | -28.5% | +43.8% | +15.6% |
| 1Y | +9.7% | -13.2% | +22.9% | +9.2% |
| 3Y | +64.7% | -28.8% | +93.5% | +63.3% |
| 5Y | +57.3% | +28.0% | +29.3% | +52.2% |
| All | +147.3% | -15.3% | +162.7% | +107.7% |
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