-37.5%
LBRT vs PFG
+72.1%
-109.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.6% |
| 7D | -29.1% | -0.6% | -28.5% | -29.0% |
| 30D | -38.4% | +2.0% | -40.4% | -39.6% |
| 3M | -40.1% | -3.2% | -36.9% | -39.2% |
| 6M | -62.9% | +10.9% | -73.8% | -66.6% |
| YTD | -34.5% | +28.8% | -63.4% | -49.3% |
| 1Y | -30.2% | +39.2% | -69.4% | -49.9% |
| 3Y | -37.5% | +75.0% | -112.5% | -65.9% |
| All | -37.5% | +72.1% | -109.6% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling