+109.8%
LBRT vs BWA
+91.4%
+18.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.2% |
| 7D | +8.7% | +5.7% | +3.1% | +5.9% |
| 30D | +6.6% | +1.4% | +5.2% | +5.9% |
| 3M | -34.5% | -12.1% | -22.4% | -30.5% |
| 6M | -24.5% | +28.6% | -53.1% | -34.4% |
| YTD | +12.7% | +51.1% | -38.4% | -13.0% |
| 1Y | +94.8% | +55.9% | +39.0% | +46.8% |
| 3Y | +31.9% | +70.1% | -38.3% | -9.4% |
| All | +109.8% | +91.4% | +18.5% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling