+94.0%
LBRT vs PFG
+51.4%
+42.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.3% |
| 7D | +8.3% | +5.5% | +2.7% | +7.0% |
| 30D | +6.1% | +2.4% | +3.8% | +5.6% |
| 3M | -34.8% | +13.6% | -48.3% | -36.7% |
| 6M | -24.8% | +27.9% | -52.7% | -29.6% |
| YTD | +12.2% | +35.6% | -23.3% | +1.8% |
| 1Y | +94.0% | +48.5% | +45.5% | +70.1% |
| All | +94.0% | +51.4% | +42.6% | +70.1% |
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