-19.0%
LBRT vs PAYC
+189.3%
-208.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -15.7% | -9.5% | -6.1% | -13.2% |
| 30D | -34.3% | +2.5% | -36.7% | -35.1% |
| 3M | -40.6% | +11.7% | -52.3% | -43.2% |
| 6M | -62.0% | +74.6% | -136.6% | -69.1% |
| YTD | -31.6% | +50.4% | -82.0% | -42.5% |
| 1Y | -25.8% | +44.0% | -69.8% | -36.7% |
| 3Y | -30.4% | +42.5% | -72.8% | -42.1% |
| 5Y | +18.7% | -50.3% | +68.9% | +33.8% |
| All | -19.0% | +189.3% | -208.3% | -66.2% |
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