+35.3%
WAT vs LBRT
+13.8%
+21.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.1% |
| 7D | +3.4% | -15.7% | +19.1% | +4.9% |
| 30D | +9.6% | -34.3% | +43.9% | +13.6% |
| 3M | +15.5% | -40.6% | +56.1% | +20.6% |
| 6M | +33.9% | -62.0% | +95.9% | +45.2% |
| YTD | +25.2% | -31.6% | +56.8% | +25.3% |
| 1Y | +26.3% | -25.8% | +52.1% | +24.8% |
| 3Y | +85.8% | -30.4% | +116.2% | +77.0% |
| 5Y | +35.3% | +18.7% | +16.6% | +26.6% |
| All | +35.3% | +13.8% | +21.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling