+94.0%
LBRT vs PEGA
-30.0%
+124.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.8% |
| 7D | +8.3% | +3.3% | +5.0% | +8.9% |
| 30D | +6.1% | +17.7% | -11.6% | +9.8% |
| 3M | -34.8% | +5.8% | -40.6% | -32.7% |
| 6M | -24.8% | -20.3% | -4.6% | -25.2% |
| YTD | +12.2% | -37.1% | +49.4% | +6.7% |
| 1Y | +94.0% | -30.2% | +124.2% | +91.8% |
| All | +94.0% | -30.0% | +124.0% | +91.8% |
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