+217.9%
WM vs LBRT
-26.4%
+244.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | +1.8% |
| 7D | +4.5% | -34.8% | +39.3% | +6.3% |
| 30D | +16.1% | -43.6% | +59.7% | +18.8% |
| 3M | +8.0% | -41.2% | +49.3% | +10.2% |
| 6M | +8.4% | -66.1% | +74.5% | +13.4% |
| YTD | +11.2% | -37.9% | +49.1% | +12.2% |
| 1Y | +22.3% | -33.9% | +56.2% | +22.8% |
| 3Y | +50.2% | -40.9% | +91.1% | +49.1% |
| 5Y | +63.3% | +2.1% | +61.2% | +53.1% |
| All | +217.9% | -26.4% | +244.3% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling