+94.8%
LBRT vs PENG
+118.5%
-23.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | +0.2% |
| 7D | +8.7% | +4.5% | +4.2% | +7.8% |
| 30D | +6.6% | -7.1% | +13.7% | +8.0% |
| 3M | -34.5% | -27.3% | -7.2% | -31.7% |
| 6M | -24.5% | +169.6% | -194.1% | -36.6% |
| YTD | +12.7% | +164.6% | -151.9% | -5.8% |
| 1Y | +94.8% | +109.5% | -14.6% | +58.4% |
| All | +94.8% | +118.5% | -23.6% | +58.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling