+94.0%
LBRT vs WSM
+19.9%
+74.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.0% |
| 7D | +8.3% | -3.3% | +11.5% | +8.3% |
| 30D | +6.1% | -8.4% | +14.5% | +6.4% |
| 3M | -34.8% | +9.7% | -44.4% | -34.8% |
| 6M | -24.8% | +16.7% | -41.5% | -24.4% |
| YTD | +12.2% | +28.7% | -16.5% | +11.8% |
| 1Y | +94.0% | +13.7% | +80.3% | +98.9% |
| All | +94.0% | +19.9% | +74.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling