+43.0%
LBRT vs BBWI
-40.6%
+83.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.4% | +5.0% |
| 7D | +10.2% | -4.4% | +14.6% | +11.5% |
| 30D | +4.9% | -7.4% | +12.3% | +6.6% |
| 3M | -21.2% | -2.2% | -19.0% | -22.2% |
| 6M | -19.9% | -16.3% | -3.6% | -18.8% |
| YTD | +20.8% | -9.1% | +29.9% | +18.0% |
| 1Y | +123.5% | -34.5% | +158.1% | +140.1% |
| 3Y | +30.9% | -47.0% | +77.9% | +43.4% |
| 5Y | +136.3% | -68.8% | +205.1% | +194.6% |
| All | +43.0% | -40.6% | +83.6% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling