+33.5%
LBRT vs BBWI
-34.6%
+68.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +0.6% |
| 7D | +8.7% | +1.5% | +7.2% | +8.2% |
| 30D | +6.6% | -5.2% | +11.8% | +7.6% |
| 3M | -34.5% | +11.1% | -45.6% | -37.7% |
| 6M | -24.5% | -13.4% | -11.1% | -24.0% |
| YTD | +12.7% | +0.1% | +12.6% | +7.1% |
| 1Y | +94.8% | -36.1% | +131.0% | +112.1% |
| 3Y | +31.9% | -44.1% | +76.0% | +42.5% |
| 5Y | +111.8% | -66.2% | +178.1% | +158.4% |
| All | +33.5% | -34.6% | +68.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BBWI 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling