+33.5%
LBRT vs BWA
+60.6%
-27.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | -0.9% |
| 7D | +8.3% | +5.7% | +2.6% | +4.1% |
| 30D | +6.1% | +1.4% | +4.7% | +5.0% |
| 3M | -34.8% | -12.1% | -22.7% | -29.0% |
| 6M | -24.8% | +28.6% | -53.4% | -39.3% |
| YTD | +12.2% | +51.1% | -38.9% | -23.2% |
| 1Y | +94.0% | +55.9% | +38.1% | +28.3% |
| 3Y | +31.3% | +70.1% | -38.9% | -22.7% |
| 5Y | +111.8% | +90.7% | +21.1% | +6.3% |
| All | +33.5% | +60.6% | -27.2% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling