+8.4%
WM vs LBRT
-66.4%
+74.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | -0.6% |
| 7D | +4.5% | -34.8% | +39.3% | -0.7% |
| 30D | +16.1% | -43.6% | +59.7% | +9.3% |
| 3M | +8.0% | -41.2% | +49.3% | +2.3% |
| 6M | +8.4% | -66.1% | +74.5% | -1.9% |
| All | +8.4% | -66.4% | +74.8% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling