+128.3%
LBRT vs WSM
+189.5%
-61.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +6.9% | +2.6% | +4.4% | +6.3% |
| 30D | +7.8% | -9.5% | +17.3% | +10.4% |
| 3M | -25.3% | +12.9% | -38.2% | -27.8% |
| 6M | -19.6% | +23.0% | -42.6% | -24.6% |
| YTD | +17.2% | +28.9% | -11.8% | +8.5% |
| 1Y | +114.1% | +13.7% | +100.4% | +104.4% |
| 3Y | +27.0% | +232.6% | -205.6% | -7.4% |
| 5Y | +128.3% | +185.9% | -57.6% | +66.7% |
| All | +128.3% | +189.5% | -61.2% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling