+187.3%
WM vs LBRT
+33.5%
+153.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | -0.3% | +8.3% | -8.6% | -0.7% |
| 30D | -2.4% | +6.1% | -8.5% | -2.7% |
| 3M | +0.4% | -34.8% | +35.2% | +2.3% |
| 6M | -9.5% | -24.8% | +15.3% | -8.6% |
| YTD | +0.5% | +12.2% | -11.7% | -1.0% |
| 1Y | -1.1% | +94.0% | -95.1% | -6.1% |
| 3Y | +46.0% | +31.3% | +14.8% | +39.4% |
| 5Y | +51.8% | +111.8% | -60.0% | +37.3% |
| All | +187.3% | +33.5% | +153.8% | +129.7% |
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