+31.4%
LBRT vs PFG
+92.7%
-61.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | +9.2% | +2.4% | +6.8% | +7.5% |
| 30D | -27.5% | +5.9% | -33.4% | -30.8% |
| 3M | -37.9% | -0.4% | -37.4% | -38.3% |
| 6M | -60.7% | +14.8% | -75.5% | -65.3% |
| YTD | -28.5% | +31.9% | -60.4% | -44.0% |
| 1Y | -13.2% | +38.8% | -52.0% | -34.8% |
| 3Y | -28.8% | +82.4% | -111.2% | -56.0% |
| All | +31.4% | +92.7% | -61.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling