-37.5%
LBRT vs BB
+132.4%
-169.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.7% |
| 7D | -29.1% | +3.8% | -32.9% | -29.5% |
| 30D | -38.4% | -0.3% | -38.0% | -38.4% |
| 3M | -40.1% | -0.5% | -39.6% | -40.3% |
| 6M | -62.9% | +45.9% | -108.8% | -64.8% |
| YTD | -34.5% | +130.6% | -165.1% | -41.9% |
| 1Y | -30.2% | +89.2% | -119.4% | -36.2% |
| 3Y | -37.5% | +137.5% | -175.0% | -48.5% |
| All | -37.5% | +132.4% | -169.9% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling