+33.5%
LBRT vs PFG
+121.0%
-87.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.8% |
| 7D | +8.7% | +5.5% | +3.2% | +3.3% |
| 30D | +6.6% | +2.4% | +4.2% | +4.0% |
| 3M | -34.5% | +13.6% | -48.1% | -42.2% |
| 6M | -24.5% | +27.9% | -52.4% | -40.6% |
| YTD | +12.7% | +35.6% | -22.8% | -16.2% |
| 1Y | +94.8% | +48.5% | +46.4% | +33.0% |
| 3Y | +31.9% | +66.9% | -35.0% | -18.8% |
| 5Y | +111.8% | +111.0% | +0.9% | +2.2% |
| All | +33.5% | +121.0% | -87.6% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling