-33.9%
LBRT vs PENG
+73.0%
-106.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -23.0% | +9.3% | -7.6% |
| 7D | -34.8% | -36.7% | +1.9% | -26.9% |
| 30D | -43.6% | -42.0% | -1.6% | -35.8% |
| 3M | -41.2% | -33.2% | -8.0% | -35.3% |
| 6M | -66.1% | +2.1% | -68.2% | -65.0% |
| YTD | -37.9% | +90.3% | -128.1% | -44.5% |
| 1Y | -33.9% | +67.7% | -101.5% | -38.3% |
| All | -33.9% | +73.0% | -106.8% | -38.3% |
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 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