-21.5%
LBRT vs PEGA
-44.4%
+22.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | 0.0% | -11.2% | -11.2% |
| 7D | -25.3% | -2.9% | -22.5% | -25.7% |
| 30D | -32.9% | -0.5% | -32.4% | -32.7% |
| 3M | -33.3% | +8.5% | -41.8% | -31.8% |
| 6M | -61.0% | -6.3% | -54.7% | -60.2% |
| YTD | -28.0% | -42.2% | +14.2% | -28.0% |
| 1Y | -21.5% | -43.4% | +21.9% | -19.2% |
| All | -21.5% | -44.4% | +22.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling