-16.2%
LBRT vs PENG
+165.2%
-181.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.3% | -1.1% | +5.7% |
| 7D | -11.9% | -3.8% | -8.1% | -11.2% |
| 30D | -31.9% | -40.1% | +8.1% | -22.8% |
| 3M | -34.9% | -21.8% | -13.1% | -31.5% |
| 6M | -60.7% | +3.3% | -64.0% | -62.8% |
| YTD | -29.2% | +133.6% | -162.9% | -46.9% |
| 1Y | -23.6% | +110.7% | -134.3% | -41.3% |
| 3Y | -26.8% | +204.3% | -231.1% | -52.7% |
| 5Y | +16.3% | +54.4% | -38.0% | -17.9% |
| All | -16.2% | +165.2% | -181.4% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling