+129.5%
WAT vs LBRT
-16.2%
+145.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.4% |
| 7D | +6.0% | -11.9% | +18.0% | +7.1% |
| 30D | +9.9% | -31.9% | +41.8% | +13.6% |
| 3M | +17.2% | -34.9% | +52.0% | +21.4% |
| 6M | +34.2% | -60.7% | +94.9% | +45.0% |
| YTD | +25.5% | -29.2% | +54.7% | +26.5% |
| 1Y | +28.3% | -23.6% | +51.9% | +28.0% |
| 3Y | +88.4% | -26.8% | +115.2% | +83.4% |
| 5Y | +36.1% | +16.3% | +19.8% | +24.0% |
| All | +129.5% | -16.2% | +145.7% | +81.6% |
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