+94.8%
LBRT vs BB
+105.3%
-10.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | -5.6% | +14.4% | +9.5% |
| 30D | +6.6% | -11.8% | +18.4% | +8.0% |
| 3M | -34.5% | -25.5% | -8.9% | -33.3% |
| 6M | -24.5% | +121.3% | -145.8% | -22.7% |
| YTD | +12.7% | +103.2% | -90.4% | +16.5% |
| 1Y | +94.8% | +102.6% | -7.8% | +104.2% |
| All | +94.8% | +105.3% | -10.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded BB 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling