-16.4%
LBRT vs BBWI
-27.2%
+10.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | -1.9% | -7.7% | +5.8% | +0.7% |
| 30D | -32.0% | +24.8% | -56.8% | -37.1% |
| 3M | -39.7% | +16.2% | -55.9% | -43.5% |
| 6M | -61.1% | +15.8% | -76.9% | -64.2% |
| YTD | -29.4% | +11.4% | -40.8% | -36.0% |
| 1Y | -24.5% | +3.2% | -27.7% | -31.0% |
| 3Y | -28.1% | -23.5% | -4.6% | -30.6% |
| 5Y | +23.9% | -67.4% | +91.3% | +52.3% |
| All | -16.4% | -27.2% | +10.8% | -41.2% |
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