-37.5%
LBRT vs PENG
+184.4%
-221.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.4% | -7.0% | +2.3% |
| 7D | -29.1% | -19.4% | -9.7% | -25.4% |
| 30D | -38.4% | -42.4% | +4.0% | -30.4% |
| 3M | -40.1% | -25.6% | -14.4% | -36.4% |
| 6M | -62.9% | +7.3% | -70.2% | -64.3% |
| YTD | -34.5% | +113.9% | -148.4% | -46.4% |
| 1Y | -30.2% | +93.6% | -123.8% | -41.7% |
| 3Y | -37.5% | +170.2% | -207.7% | -54.6% |
| All | -37.5% | +184.4% | -221.8% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling