+97.1%
WAT vs LBRT
+33.5%
+63.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -1.3% | +8.3% | -9.5% | -2.0% |
| 30D | +2.3% | +6.1% | -3.8% | +1.7% |
| 3M | +8.7% | -34.8% | +43.5% | +12.6% |
| 6M | +28.3% | -24.8% | +53.1% | +30.2% |
| YTD | +7.8% | +12.2% | -4.4% | +4.5% |
| 1Y | +36.6% | +94.0% | -57.4% | +23.6% |
| 3Y | +45.7% | +31.3% | +14.4% | +34.5% |
| 5Y | -3.3% | +111.8% | -115.1% | -16.9% |
| All | +97.1% | +33.5% | +63.6% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling