+21.6%
LBRT vs WST
-15.6%
+37.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +8.3% | +0.7% | +7.5% | +8.1% |
| 30D | +6.1% | -3.1% | +9.3% | +6.6% |
| 3M | -34.8% | +7.2% | -42.0% | -35.3% |
| 6M | -24.8% | +36.8% | -61.6% | -28.2% |
| YTD | +12.2% | +23.8% | -11.6% | +8.5% |
| 1Y | +94.0% | +37.8% | +56.2% | +85.5% |
| All | +21.6% | -15.6% | +37.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling