-22.5%
LBRT vs WST
+311.2%
-333.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.9% |
| 7D | -29.1% | -3.1% | -26.0% | -28.5% |
| 30D | -38.4% | +9.1% | -47.5% | -39.6% |
| 3M | -40.1% | +14.7% | -54.7% | -42.1% |
| 6M | -62.9% | +28.0% | -90.9% | -65.1% |
| YTD | -34.5% | +45.6% | -80.2% | -40.6% |
| 1Y | -30.2% | +45.7% | -75.9% | -36.7% |
| 3Y | -37.5% | +21.1% | -58.5% | -45.3% |
| 5Y | +7.6% | +0.3% | +7.3% | -4.1% |
| All | -22.5% | +311.2% | -333.7% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling