-16.4%
LBRT vs BB
-31.4%
+15.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.4% | +2.7% |
| 7D | -1.9% | +7.3% | -9.2% | -3.1% |
| 30D | -32.0% | +11.2% | -43.3% | -33.6% |
| 3M | -39.7% | +4.7% | -44.4% | -40.7% |
| 6M | -61.1% | +51.1% | -112.2% | -65.0% |
| YTD | -29.4% | +148.0% | -177.4% | -43.4% |
| 1Y | -24.5% | +106.1% | -130.6% | -37.2% |
| 3Y | -28.1% | +158.2% | -186.3% | -46.5% |
| 5Y | +23.9% | -10.8% | +34.7% | +12.0% |
| All | -16.4% | -31.4% | +15.0% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling