-22.5%
LBRT vs PEGA
+33.3%
-55.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +6.1% |
| 7D | -29.1% | -4.5% | -24.6% | -28.5% |
| 30D | -38.4% | -5.7% | -32.7% | -37.9% |
| 3M | -40.1% | +2.6% | -42.6% | -41.2% |
| 6M | -62.9% | -10.6% | -52.3% | -62.9% |
| YTD | -34.5% | -45.5% | +11.0% | -27.1% |
| 1Y | -30.2% | -44.8% | +14.6% | -22.6% |
| 3Y | -37.5% | +45.5% | -83.0% | -51.4% |
| 5Y | +7.6% | -45.3% | +52.9% | +15.9% |
| All | -22.5% | +33.3% | -55.8% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling