-22.5%
LBRT vs BBWI
-28.4%
+5.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.6% | +6.4% |
| 7D | -29.1% | -6.2% | -23.0% | -27.9% |
| 30D | -38.4% | +19.9% | -58.3% | -42.3% |
| 3M | -40.1% | +7.1% | -47.2% | -42.6% |
| 6M | -62.9% | +13.7% | -76.6% | -65.7% |
| YTD | -34.5% | +9.6% | -44.1% | -40.4% |
| 1Y | -30.2% | -1.6% | -28.6% | -35.2% |
| 3Y | -37.5% | -25.9% | -11.6% | -39.0% |
| 5Y | +7.6% | -67.8% | +75.4% | +32.6% |
| All | -22.5% | -28.4% | +5.9% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling