+162.3%
WAB vs LBRT
+26.0%
+136.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -3.2% | +8.7% | -11.9% | -4.4% |
| 30D | -4.4% | +6.6% | -11.0% | -5.4% |
| 3M | +7.9% | -34.5% | +42.3% | +14.0% |
| 6M | +8.7% | -24.5% | +33.2% | +11.4% |
| YTD | +33.0% | +12.7% | +20.3% | +25.8% |
| 1Y | +46.7% | +94.8% | -48.2% | +23.0% |
| All | +162.3% | +26.0% | +136.3% | +132.3% |
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