+55.8%
WEC vs LBRT
+25.3%
+30.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | +13.8% | -14.5% | -1.0% |
| 30D | +11.0% | -32.4% | +43.4% | +12.0% |
| 3M | +8.6% | -39.9% | +48.5% | +10.0% |
| 6M | +6.2% | -60.8% | +67.0% | +8.9% |
| YTD | +14.3% | -29.3% | +43.6% | +14.2% |
| 1Y | +8.4% | -18.9% | +27.2% | +7.6% |
| 3Y | +62.9% | -28.0% | +90.8% | +60.0% |
| 5Y | +55.8% | +26.6% | +29.2% | +50.3% |
| All | +55.8% | +25.3% | +30.5% | +50.3% |
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