-21.5%
LBRT vs PFG
+46.8%
-68.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.1% | -15.3% | -11.2% |
| 7D | -25.3% | +4.9% | -30.2% | -25.3% |
| 30D | -32.9% | +5.7% | -38.5% | -32.8% |
| 3M | -33.3% | +2.6% | -35.9% | -33.0% |
| 6M | -61.0% | +19.8% | -80.8% | -61.8% |
| YTD | -28.0% | +36.3% | -64.3% | -32.7% |
| 1Y | -21.5% | +47.9% | -69.4% | -26.3% |
| All | -21.5% | +46.8% | -68.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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