-34.5%
LBRT vs PENG
-21.0%
-13.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-04 to 2026-09-04.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | 0.0% |
| 7D | +8.7% | +4.5% | +4.2% | +7.6% |
| 30D | +6.6% | -7.1% | +13.7% | +8.2% |
| 3M | -34.5% | -27.3% | -7.2% | -32.3% |
| All | -34.5% | -21.0% | -13.5% | -32.3% |
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 2026-06-04 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…
2026-06-04 to 2026-09-04 analysis · Full analysis span regression · Available span rolling