+114.1%
LBRT vs PFGC
-8.4%
+122.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.8% |
| 7D | +6.9% | -2.4% | +9.4% | +6.8% |
| 30D | +7.8% | -15.8% | +23.6% | +6.6% |
| 3M | -25.3% | -0.6% | -24.7% | -25.9% |
| 6M | -19.6% | +10.7% | -30.2% | -21.2% |
| YTD | +17.2% | +7.6% | +9.5% | +19.1% |
| 1Y | +114.1% | -7.8% | +121.9% | +122.9% |
| All | +114.1% | -8.4% | +122.5% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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