-16.2%
LBRT vs BB
-33.4%
+17.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.8% |
| 7D | +13.8% | +9.0% | +4.9% | +11.9% |
| 30D | -32.4% | +7.7% | -40.1% | -33.6% |
| 3M | -39.9% | +4.0% | -43.9% | -40.8% |
| 6M | -60.8% | +46.6% | -107.5% | -64.5% |
| YTD | -29.3% | +140.6% | -169.9% | -42.9% |
| 1Y | -18.9% | +103.1% | -122.0% | -32.4% |
| 3Y | -28.0% | +150.5% | -178.5% | -46.1% |
| 5Y | +26.6% | -15.4% | +42.0% | +15.8% |
| All | -16.2% | -33.4% | +17.2% | -46.0% |
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