Using the archives of the American Association of Variable Stars Observers and our own data, we analyse the long-term variability of several well-studied Luminous Blue Variables (LBVs) aiming on a general picture of stochastic variability of these objects. The power density spectra of all the selected objects may be generally described by a single power law contaminated by observational noise at higher frequencies. The slopes of the power-law component are close to p=2 (where PDS ~ f^{-p}, and f is frequency) for strongly variable flaring objects like AG Car and significantly smaller (p~1.3) for P Cyg where brightness variation amplitude is

21 pages, 4 figures, 4 tables; accepted by New Astronomy