+38.7%
LBRT vs BB
-42.6%
+81.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.5% |
| 7D | +6.9% | +0.5% | +6.4% | +6.8% |
| 30D | +7.8% | -12.4% | +20.2% | +10.6% |
| 3M | -25.3% | -15.3% | -10.0% | -23.4% |
| 6M | -19.6% | +128.8% | -148.3% | -33.9% |
| YTD | +17.2% | +107.7% | -90.5% | -2.0% |
| 1Y | +114.1% | +103.9% | +10.2% | +78.7% |
| 3Y | +27.0% | +72.6% | -45.6% | +2.9% |
| 5Y | +128.3% | -24.3% | +152.6% | +113.4% |
| All | +38.7% | -42.6% | +81.3% | -7.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling