+46.2%
WM vs LBRT
-38.0%
+84.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -1.9% |
| 7D | +1.2% | -29.1% | +30.4% | +0.4% |
| 30D | +13.1% | -38.4% | +51.5% | +12.0% |
| 3M | +3.6% | -40.1% | +43.7% | +2.6% |
| 6M | +8.1% | -62.9% | +71.0% | +6.9% |
| YTD | +8.9% | -34.5% | +43.4% | +7.8% |
| 1Y | +20.3% | -30.2% | +50.5% | +19.1% |
| 3Y | +46.2% | -37.5% | +83.6% | +42.5% |
| All | +46.2% | -38.0% | +84.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling