-19.0%
LBRT vs BBWI
-27.4%
+8.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -15.7% | -4.2% | -11.4% | -14.5% |
| 30D | -34.3% | +24.9% | -59.1% | -39.2% |
| 3M | -40.6% | +13.2% | -53.8% | -44.0% |
| 6M | -62.0% | +12.1% | -74.1% | -64.7% |
| YTD | -31.6% | +11.1% | -42.7% | -38.0% |
| 1Y | -25.8% | +0.7% | -26.5% | -31.6% |
| 3Y | -30.4% | -23.8% | -6.6% | -32.7% |
| 5Y | +18.7% | -66.9% | +85.6% | +44.9% |
| All | -19.0% | -27.4% | +8.4% | -43.1% |
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