-21.5%
LBRT vs LPLA
-16.5%
-5.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.6% | -15.9% | -11.6% |
| 7D | -25.3% | +15.7% | -41.0% | -26.9% |
| 30D | -32.9% | -6.2% | -26.7% | -31.7% |
| 3M | -33.3% | -12.0% | -21.3% | -31.2% |
| 6M | -61.0% | -2.7% | -58.2% | -60.4% |
| YTD | -28.0% | -12.5% | -15.5% | -25.0% |
| 1Y | -21.5% | -16.5% | -5.0% | -13.3% |
| All | -21.5% | -16.5% | -5.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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