-23.2%
LBRT vs PEGA
-47.6%
+24.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +7.2% |
| 7D | -11.9% | -10.0% | -1.9% | -13.9% |
| 30D | -31.9% | -12.7% | -19.3% | -33.7% |
| 3M | -34.9% | -4.6% | -30.3% | -35.2% |
| 6M | -60.7% | -13.1% | -47.6% | -60.6% |
| YTD | -29.2% | -47.6% | +18.4% | -30.2% |
| All | -23.2% | -47.6% | +24.4% | -24.0% |
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 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