+120.3%
WAT vs LBRT
-22.5%
+142.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.5% |
| 7D | -1.1% | -29.1% | +28.0% | +2.0% |
| 30D | +5.0% | -38.4% | +43.3% | +9.5% |
| 3M | +14.5% | -40.1% | +54.5% | +19.5% |
| 6M | +30.9% | -62.9% | +93.8% | +42.2% |
| YTD | +20.5% | -34.5% | +55.0% | +22.4% |
| 1Y | +23.3% | -30.2% | +53.5% | +24.2% |
| 3Y | +81.5% | -37.5% | +118.9% | +79.4% |
| 5Y | +33.4% | +7.6% | +25.8% | +22.4% |
| All | +120.3% | -22.5% | +142.8% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling