-16.4%
LBRT vs PAYC
+195.0%
-211.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.7% |
| 7D | -1.9% | -9.5% | +7.6% | +1.1% |
| 30D | -32.0% | +3.3% | -35.3% | -33.0% |
| 3M | -39.7% | +14.5% | -54.2% | -42.7% |
| 6M | -61.1% | +76.0% | -137.1% | -68.4% |
| YTD | -29.4% | +53.4% | -82.7% | -41.0% |
| 1Y | -24.5% | +43.8% | -68.3% | -35.5% |
| 3Y | -28.1% | +45.3% | -73.4% | -40.6% |
| 5Y | +23.9% | -48.9% | +72.8% | +38.4% |
| All | -16.4% | +195.0% | -211.4% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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