+121.6%
WAT vs LBRT
-15.3%
+136.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.6% | +9.2% | -8.6% | -0.3% |
| 30D | +5.4% | -27.5% | +32.9% | +8.3% |
| 3M | +11.3% | -37.9% | +49.2% | +15.8% |
| 6M | +37.4% | -60.7% | +98.1% | +48.5% |
| YTD | +21.2% | -28.5% | +49.7% | +22.0% |
| 1Y | +21.3% | -13.2% | +34.6% | +19.5% |
| 3Y | +83.4% | -28.8% | +112.2% | +79.0% |
| 5Y | +29.0% | +28.0% | +1.0% | +16.4% |
| All | +121.6% | -15.3% | +136.9% | +75.2% |
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 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