-22.5%
LBRT vs LPLA
+417.9%
-440.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.5% |
| 7D | -29.1% | +4.1% | -33.3% | -31.5% |
| 30D | -38.4% | -9.0% | -29.4% | -36.4% |
| 3M | -40.1% | -17.6% | -22.4% | -34.2% |
| 6M | -62.9% | -8.8% | -54.1% | -62.3% |
| YTD | -34.5% | -17.0% | -17.5% | -31.0% |
| 1Y | -30.2% | -20.4% | -9.8% | -24.3% |
| 3Y | -37.5% | +35.4% | -72.9% | -55.4% |
| 5Y | +7.6% | +79.7% | -72.1% | -44.2% |
| All | -22.5% | +417.9% | -440.4% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling