+144.1%
WEC vs LBRT
-19.0%
+163.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | +1.4% | -15.7% | +17.1% | +1.8% |
| 30D | +12.8% | -34.3% | +47.1% | +13.9% |
| 3M | +11.2% | -40.6% | +51.9% | +12.6% |
| 6M | +6.6% | -62.0% | +68.6% | +9.1% |
| YTD | +13.8% | -31.6% | +45.5% | +14.2% |
| 1Y | +7.6% | -25.8% | +33.4% | +7.7% |
| 3Y | +62.2% | -30.4% | +92.6% | +60.9% |
| 5Y | +52.0% | +18.7% | +33.3% | +47.4% |
| All | +144.1% | -19.0% | +163.1% | +105.2% |
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 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