-21.5%
LBRT vs BWA
+17.4%
-38.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.5% | -8.7% | -10.5% |
| 7D | -25.3% | -9.9% | -15.4% | -23.3% |
| 30D | -32.9% | -16.4% | -16.5% | -29.7% |
| 3M | -33.3% | -19.8% | -13.5% | -29.4% |
| 6M | -61.0% | -10.0% | -51.0% | -58.3% |
| YTD | -28.0% | +12.7% | -40.8% | -32.2% |
| 1Y | -21.5% | +15.7% | -37.2% | -26.9% |
| All | -21.5% | +17.4% | -38.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling