-21.5%
LBRT vs PENG
+120.5%
-142.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -9.1% | -2.1% | -9.0% |
| 7D | -25.3% | -20.5% | -4.8% | -21.2% |
| 30D | -32.9% | -20.4% | -12.5% | -29.4% |
| 3M | -33.3% | -16.4% | -16.9% | -31.0% |
| 6M | -61.0% | +49.2% | -110.2% | -63.2% |
| YTD | -28.0% | +147.2% | -175.2% | -40.2% |
| 1Y | -21.5% | +124.7% | -146.2% | -32.4% |
| All | -21.5% | +120.5% | -142.0% | -32.4% |
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