-13.2%
LBRT vs WST
+54.9%
-68.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | +9.2% | +4.2% | +5.0% | +7.7% |
| 30D | -27.5% | +11.2% | -38.7% | -29.4% |
| 3M | -37.9% | +20.4% | -58.3% | -41.0% |
| 6M | -60.7% | +37.9% | -98.6% | -63.9% |
| YTD | -28.5% | +51.8% | -80.3% | -36.0% |
| 1Y | -13.2% | +56.6% | -69.8% | -23.1% |
| All | -13.2% | +54.9% | -68.2% | -23.1% |
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 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