-22.5%
LBRT vs BWA
+16.1%
-38.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +3.5% |
| 7D | -29.1% | -5.5% | -23.7% | -25.8% |
| 30D | -38.4% | -21.7% | -16.7% | -26.4% |
| 3M | -40.1% | -25.6% | -14.4% | -25.9% |
| 6M | -62.9% | -17.4% | -45.5% | -58.1% |
| YTD | -34.5% | +9.2% | -43.7% | -43.5% |
| 1Y | -30.2% | +9.7% | -40.0% | -40.2% |
| 3Y | -37.5% | +54.6% | -92.1% | -60.6% |
| 5Y | +7.6% | +26.8% | -19.2% | -26.2% |
| All | -22.5% | +16.1% | -38.6% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling