+33.5%
LBRT vs SBAC
+29.6%
+3.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +8.7% | -0.8% | +9.5% | +8.9% |
| 30D | +6.6% | +6.9% | -0.3% | +5.2% |
| 3M | -34.5% | -8.2% | -26.2% | -33.6% |
| 6M | -24.5% | -1.6% | -22.9% | -25.0% |
| YTD | +12.7% | -0.1% | +12.8% | +11.5% |
| 1Y | +94.8% | -0.5% | +95.3% | +92.6% |
| 3Y | +31.9% | -9.1% | +40.9% | +29.7% |
| 5Y | +111.8% | -43.8% | +155.6% | +134.0% |
| All | +33.5% | +29.6% | +3.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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