-26.8%
LBRT vs WSM
+264.9%
-291.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.1% | +7.4% |
| 7D | -11.9% | +0.9% | -12.8% | -12.1% |
| 30D | -31.9% | +8.6% | -40.5% | -33.5% |
| 3M | -34.9% | +4.2% | -39.1% | -35.8% |
| 6M | -60.7% | +44.6% | -105.3% | -64.6% |
| YTD | -29.2% | +48.5% | -77.7% | -37.2% |
| 1Y | -23.6% | +34.7% | -58.3% | -30.3% |
| 3Y | -26.8% | +271.0% | -297.9% | -45.4% |
| All | -26.8% | +264.9% | -291.8% | -45.4% |
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