+208.0%
WMB vs LBRT
-26.4%
+234.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.7% | +8.4% | -2.3% |
| 7D | -14.2% | -34.8% | +20.6% | -6.0% |
| 30D | -11.2% | -43.6% | +32.3% | +0.3% |
| 3M | -9.9% | -41.2% | +31.4% | +0.6% |
| 6M | -14.4% | -66.1% | +51.7% | +6.3% |
| YTD | +9.2% | -37.9% | +47.1% | +16.8% |
| 1Y | +15.1% | -33.9% | +48.9% | +20.8% |
| 3Y | +99.2% | -40.9% | +140.1% | +102.3% |
| 5Y | +180.2% | +2.1% | +178.1% | +138.4% |
| All | +208.0% | -26.4% | +234.4% | +111.8% |
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