+218.5%
WMB vs LBRT
-16.2%
+234.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +1.9% |
| 7D | -6.7% | -11.9% | +5.3% | -4.2% |
| 30D | -8.6% | -31.9% | +23.4% | -0.9% |
| 3M | -4.9% | -34.9% | +29.9% | +3.7% |
| 6M | -6.3% | -60.7% | +54.4% | +12.5% |
| YTD | +13.0% | -29.2% | +42.2% | +17.3% |
| 1Y | +14.9% | -23.6% | +38.6% | +16.8% |
| 3Y | +113.4% | -26.8% | +140.2% | +106.2% |
| 5Y | +190.2% | +16.3% | +173.8% | +139.7% |
| All | +218.5% | -16.2% | +234.7% | +112.7% |
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