+101.1%
WMB vs LBRT
-41.2%
+142.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.7% | +8.4% | -3.3% |
| 7D | -14.2% | -34.8% | +20.6% | -8.8% |
| 30D | -11.2% | -43.6% | +32.3% | -4.0% |
| 3M | -9.9% | -41.2% | +31.4% | -3.1% |
| 6M | -14.4% | -66.1% | +51.7% | -2.0% |
| YTD | +9.2% | -37.9% | +47.1% | +14.2% |
| 1Y | +15.1% | -33.9% | +48.9% | +18.9% |
| All | +101.1% | -41.2% | +142.2% | +110.5% |
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