+94.0%
LBRT vs PENG
+118.5%
-24.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -0.2% |
| 7D | +8.3% | +4.5% | +3.7% | +7.3% |
| 30D | +6.1% | -7.1% | +13.2% | +7.5% |
| 3M | -34.8% | -27.3% | -7.5% | -32.0% |
| 6M | -24.8% | +169.6% | -194.4% | -36.9% |
| YTD | +12.2% | +164.6% | -152.4% | -6.2% |
| 1Y | +94.0% | +109.5% | -15.5% | +57.7% |
| All | +94.0% | +118.5% | -24.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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