+36.6%
WAT vs LBRT
+100.7%
-64.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -1.3% | +8.3% | -9.5% | -1.0% |
| 30D | +2.3% | +6.1% | -3.8% | +2.6% |
| 3M | +8.7% | -34.8% | +43.5% | +6.6% |
| 6M | +28.3% | -24.8% | +53.1% | +26.0% |
| YTD | +7.8% | +12.2% | -4.4% | +5.7% |
| 1Y | +36.6% | +94.0% | -57.4% | +35.4% |
| All | +36.6% | +100.7% | -64.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling