-16.2%
LBRT vs WST
+323.3%
-339.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +13.8% | +4.9% | +9.0% | +12.6% |
| 30D | -32.4% | +10.7% | -43.1% | -33.9% |
| 3M | -39.9% | +16.8% | -56.7% | -42.2% |
| 6M | -60.8% | +32.0% | -92.8% | -63.4% |
| YTD | -29.3% | +49.9% | -79.2% | -36.3% |
| 1Y | -18.9% | +50.6% | -69.5% | -27.0% |
| 3Y | -28.0% | +21.4% | -49.4% | -36.8% |
| 5Y | +26.6% | -0.6% | +27.1% | +13.8% |
| All | -16.2% | +323.3% | -339.6% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling