-19.0%
LBRT vs WST
+324.3%
-343.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -15.7% | +1.4% | -17.0% | -15.8% |
| 30D | -34.3% | +12.7% | -47.0% | -36.1% |
| 3M | -40.6% | +17.2% | -57.8% | -42.9% |
| 6M | -62.0% | +26.7% | -88.7% | -64.2% |
| YTD | -31.6% | +50.3% | -81.9% | -38.4% |
| 1Y | -25.8% | +50.2% | -76.0% | -33.2% |
| 3Y | -30.4% | +21.7% | -52.1% | -39.0% |
| 5Y | +18.7% | +2.0% | +16.6% | +5.6% |
| All | -19.0% | +324.3% | -343.4% | -70.1% |
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