+31.4%
LBRT vs PEGA
-44.5%
+75.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +9.2% | +0.1% | +9.1% | +9.1% |
| 30D | -27.5% | -4.1% | -23.4% | -27.4% |
| 3M | -37.9% | -2.8% | -35.1% | -38.1% |
| 6M | -60.7% | -0.4% | -60.3% | -61.2% |
| YTD | -28.5% | -45.4% | +16.9% | -23.4% |
| 1Y | -13.2% | -42.6% | +29.4% | -7.9% |
| 3Y | -28.8% | +45.4% | -74.2% | -37.2% |
| All | +31.4% | -44.5% | +75.9% | +40.7% |
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