+38.7%
LBRT vs LPLA
+513.8%
-475.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +5.6% |
| 7D | +6.9% | -2.1% | +9.0% | +8.3% |
| 30D | +7.8% | -3.3% | +11.1% | +10.0% |
| 3M | -25.3% | +23.5% | -48.8% | -35.6% |
| 6M | -19.6% | +12.0% | -31.6% | -27.3% |
| YTD | +17.2% | -1.7% | +18.8% | +13.9% |
| 1Y | +114.1% | +3.2% | +110.9% | +99.2% |
| 3Y | +27.0% | +46.2% | -19.2% | -11.2% |
| 5Y | +128.3% | +144.9% | -16.6% | -2.3% |
| All | +38.7% | +513.8% | -475.0% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling