-62.9%
LBRT vs PFG
+10.8%
-73.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.2% |
| 7D | -29.1% | -0.6% | -28.5% | -28.5% |
| 30D | -38.4% | +2.0% | -40.4% | -37.6% |
| 3M | -40.1% | -3.2% | -36.9% | -39.3% |
| 6M | -62.9% | +10.9% | -73.8% | -63.2% |
| All | -62.9% | +10.8% | -73.7% | -63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling