+45.7%
WM vs LBRT
-28.3%
+74.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | +0.4% |
| 7D | -0.5% | -11.9% | +11.5% | -0.7% |
| 30D | +13.3% | -31.9% | +45.3% | +12.5% |
| 3M | +4.4% | -34.9% | +39.2% | +3.6% |
| 6M | +10.8% | -60.7% | +71.5% | +9.8% |
| YTD | +9.1% | -29.2% | +38.3% | +8.2% |
| 1Y | +19.1% | -23.6% | +42.8% | +18.2% |
| 3Y | +45.7% | -26.8% | +72.5% | +41.8% |
| All | +45.7% | -28.3% | +74.0% | +41.8% |
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