-16.4%
LBRT vs PEGA
+29.3%
-45.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | -1.9% | -8.6% | +6.7% | 0.0% |
| 30D | -32.0% | -10.1% | -22.0% | -30.8% |
| 3M | -39.7% | -4.7% | -34.9% | -39.8% |
| 6M | -61.1% | -8.0% | -53.1% | -61.4% |
| YTD | -29.4% | -47.1% | +17.8% | -20.9% |
| 1Y | -24.5% | -47.5% | +23.0% | -15.3% |
| 3Y | -28.1% | +40.2% | -68.3% | -43.7% |
| 5Y | +23.9% | -45.7% | +69.6% | +32.5% |
| All | -16.4% | +29.3% | -45.7% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling