+172.9%
WAB vs LBRT
-28.0%
+200.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.2% |
| 7D | +3.1% | -1.9% | +5.0% | +3.3% |
| 30D | +6.4% | -32.0% | +38.5% | +11.7% |
| 3M | +2.2% | -39.7% | +41.8% | +8.9% |
| 6M | +13.7% | -61.1% | +74.8% | +28.6% |
| YTD | +43.0% | -29.4% | +72.4% | +43.3% |
| 1Y | +47.0% | -24.5% | +71.4% | +45.0% |
| All | +172.9% | -28.0% | +200.9% | +162.8% |
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 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