+109.8%
LBRT vs PEGA
-46.5%
+156.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.6% |
| 7D | +8.7% | +3.3% | +5.4% | +8.3% |
| 30D | +6.6% | +17.7% | -11.1% | +4.2% |
| 3M | -34.5% | +5.8% | -40.3% | -35.3% |
| 6M | -24.5% | -20.3% | -4.2% | -22.5% |
| YTD | +12.7% | -37.1% | +49.9% | +19.6% |
| 1Y | +94.8% | -30.2% | +125.0% | +101.1% |
| 3Y | +31.9% | +48.1% | -16.2% | +16.1% |
| All | +109.8% | -46.5% | +156.3% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling