+161.1%
WAB vs LBRT
-38.0%
+199.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.5% | +1.1% |
| 7D | +1.4% | -29.1% | +30.6% | +6.0% |
| 30D | +0.4% | -38.4% | +38.8% | +6.9% |
| 3M | -3.8% | -40.1% | +36.2% | +2.5% |
| 6M | +5.1% | -62.9% | +68.0% | +19.6% |
| YTD | +33.3% | -34.5% | +67.8% | +35.1% |
| 1Y | +39.8% | -30.2% | +70.0% | +39.6% |
| 3Y | +161.1% | -37.5% | +198.5% | +156.2% |
| All | +161.1% | -38.0% | +199.0% | +156.2% |
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 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