+33.5%
LBRT vs LPLA
+529.7%
-496.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +8.7% | -3.1% | +11.8% | +10.8% |
| 30D | +6.6% | -0.1% | +6.7% | +6.5% |
| 3M | -34.5% | +23.2% | -57.7% | -43.4% |
| 6M | -24.5% | +15.5% | -40.0% | -33.0% |
| YTD | +12.7% | +0.9% | +11.8% | +7.9% |
| 1Y | +94.8% | +0.2% | +94.7% | +85.0% |
| 3Y | +31.9% | +55.2% | -23.4% | -11.5% |
| 5Y | +111.8% | +145.4% | -33.6% | -9.0% |
| All | +33.5% | +529.7% | -496.3% | -71.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling