-21.5%
LBRT vs WST
+47.3%
-68.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.4% | -11.6% | -11.3% |
| 7D | -25.3% | +1.3% | -26.6% | -25.6% |
| 30D | -32.9% | +8.5% | -41.4% | -34.3% |
| 3M | -33.3% | +17.2% | -50.5% | -36.4% |
| 6M | -61.0% | +36.3% | -97.2% | -64.4% |
| YTD | -28.0% | +48.9% | -76.9% | -35.8% |
| 1Y | -21.5% | +42.9% | -64.4% | -28.8% |
| All | -21.5% | +47.3% | -68.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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