+33.5%
LBRT vs PEGA
+53.7%
-20.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +8.7% | +3.3% | +5.4% | +7.9% |
| 30D | +6.6% | +17.7% | -11.1% | +2.3% |
| 3M | -34.5% | +5.8% | -40.3% | -36.2% |
| 6M | -24.5% | -20.3% | -4.2% | -21.9% |
| YTD | +12.7% | -37.1% | +49.9% | +22.6% |
| 1Y | +94.8% | -30.2% | +125.0% | +103.3% |
| 3Y | +31.9% | +48.1% | -16.2% | +3.8% |
| 5Y | +111.8% | -46.8% | +158.6% | +143.4% |
| All | +33.5% | +53.7% | -20.3% | -15.0% |
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