-37.5%
LBRT vs BBWI
-28.0%
-9.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.6% | +6.0% |
| 7D | -29.1% | -6.2% | -23.0% | -28.3% |
| 30D | -38.4% | +19.9% | -58.3% | -40.9% |
| 3M | -40.1% | +7.1% | -47.2% | -41.5% |
| 6M | -62.9% | +13.7% | -76.6% | -64.7% |
| YTD | -34.5% | +9.6% | -44.1% | -38.5% |
| 1Y | -30.2% | -1.6% | -28.6% | -33.1% |
| 3Y | -37.5% | -25.9% | -11.6% | -34.2% |
| All | -37.5% | -28.0% | -9.4% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling