+613.5%
WPM vs LBRT
-16.4%
+629.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.9% |
| 7D | +3.1% | -1.9% | +5.0% | +3.1% |
| 30D | -1.8% | -32.0% | +30.2% | -0.3% |
| 3M | +1.0% | -39.7% | +40.7% | +3.0% |
| 6M | -5.4% | -61.1% | +55.6% | -1.8% |
| YTD | +15.9% | -29.4% | +45.3% | +16.6% |
| 1Y | +30.8% | -24.5% | +55.3% | +31.2% |
| 3Y | +222.6% | -28.1% | +250.7% | +220.5% |
| 5Y | +227.4% | +23.9% | +203.5% | +213.7% |
| All | +613.5% | -16.4% | +629.9% | +542.2% |
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