+27.3%
WAT vs LBRT
-25.0%
+52.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.2% | +12.9% | +1.5% |
| 7D | -1.9% | -25.3% | +23.4% | -2.4% |
| 30D | +6.2% | -32.9% | +39.1% | +5.4% |
| 3M | +18.1% | -33.3% | +51.4% | +17.2% |
| 6M | +54.9% | -61.0% | +115.9% | +49.9% |
| YTD | +23.1% | -28.0% | +51.1% | +12.5% |
| 1Y | +27.3% | -21.5% | +48.8% | +15.2% |
| All | +27.3% | -25.0% | +52.3% | +15.2% |
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 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