+22.1%
LBRT vs WSM
+238.8%
-216.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +8.7% | -3.3% | +12.0% | +9.6% |
| 30D | +6.6% | -8.4% | +15.0% | +8.9% |
| 3M | -34.5% | +9.7% | -44.1% | -36.3% |
| 6M | -24.5% | +16.7% | -41.2% | -28.3% |
| YTD | +12.7% | +28.7% | -16.0% | +4.0% |
| 1Y | +94.8% | +13.7% | +81.2% | +85.8% |
| All | +22.1% | +238.8% | -216.7% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling