+33.5%
LBRT vs WST
+249.7%
-216.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +8.7% | +0.7% | +8.0% | +8.5% |
| 30D | +6.6% | -3.1% | +9.8% | +7.4% |
| 3M | -34.5% | +7.2% | -41.7% | -35.5% |
| 6M | -24.5% | +36.8% | -61.3% | -30.3% |
| YTD | +12.7% | +23.8% | -11.1% | +6.4% |
| 1Y | +94.8% | +37.8% | +57.1% | +79.3% |
| 3Y | +31.9% | -15.9% | +47.8% | +28.3% |
| 5Y | +111.8% | -25.8% | +137.7% | +107.3% |
| All | +33.5% | +249.7% | -216.2% | -48.4% |
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