-25.8%
LBRT vs PEGA
-46.9%
+21.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.1% |
| 7D | -15.7% | -8.2% | -7.5% | -17.2% |
| 30D | -34.3% | -11.6% | -22.7% | -35.7% |
| 3M | -40.6% | -4.2% | -36.5% | -40.8% |
| 6M | -62.0% | -12.0% | -50.0% | -61.8% |
| YTD | -31.6% | -46.9% | +15.3% | -32.4% |
| 1Y | -25.8% | -47.0% | +21.2% | -26.3% |
| All | -25.8% | -46.9% | +21.1% | -26.3% |
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