+252.8%
WMB vs LBRT
+33.5%
+219.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.2% |
| 7D | +0.6% | +8.7% | -8.2% | -1.3% |
| 30D | +3.3% | +6.6% | -3.3% | +1.7% |
| 3M | +3.1% | -34.5% | +37.6% | +11.4% |
| 6M | -0.7% | -24.5% | +23.8% | +3.3% |
| YTD | +25.2% | +12.7% | +12.4% | +18.0% |
| 1Y | +32.9% | +94.8% | -62.0% | +8.1% |
| 3Y | +140.6% | +31.9% | +108.7% | +104.1% |
| 5Y | +273.5% | +111.8% | +161.6% | +169.6% |
| All | +252.8% | +33.5% | +219.4% | +114.0% |
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