-15.3%
LBRT vs PENG
+174.9%
-190.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.5% |
| 7D | +9.2% | +13.2% | -4.0% | +5.6% |
| 30D | -27.5% | -29.9% | +2.4% | -20.9% |
| 3M | -37.9% | -22.2% | -15.7% | -34.6% |
| 6M | -60.7% | -1.9% | -58.8% | -62.4% |
| YTD | -28.5% | +142.1% | -170.6% | -47.0% |
| 1Y | -13.2% | +151.5% | -164.7% | -36.3% |
| 3Y | -28.8% | +206.9% | -235.7% | -54.1% |
| 5Y | +28.0% | +58.2% | -30.3% | -10.3% |
| All | -15.3% | +174.9% | -190.2% | -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