+254.3%
WAB vs LBRT
+33.5%
+220.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -3.2% | +8.7% | -11.9% | -4.9% |
| 30D | -4.4% | +6.6% | -11.0% | -5.9% |
| 3M | +7.9% | -34.5% | +42.3% | +16.0% |
| 6M | +8.7% | -24.5% | +33.2% | +12.5% |
| YTD | +33.0% | +12.7% | +20.3% | +25.2% |
| 1Y | +46.7% | +94.8% | -48.2% | +20.2% |
| 3Y | +153.0% | +31.9% | +121.1% | +116.0% |
| 5Y | +222.3% | +111.8% | +110.4% | +132.0% |
| All | +254.3% | +33.5% | +220.8% | +111.9% |
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