-28.8%
LBRT vs BB
+147.9%
-176.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +9.2% | +1.8% | +7.4% | +8.9% |
| 30D | -27.5% | +8.1% | -35.7% | -28.4% |
| 3M | -37.9% | -1.0% | -36.9% | -38.0% |
| 6M | -60.7% | +45.9% | -106.6% | -62.8% |
| YTD | -28.5% | +134.8% | -163.3% | -36.9% |
| 1Y | -13.2% | +104.6% | -117.8% | -21.9% |
| 3Y | -28.8% | +152.8% | -181.6% | -43.4% |
| All | -28.8% | +147.9% | -176.7% | -43.4% |
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