+22.1%
LBRT vs PFGC
+60.5%
-38.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +8.7% | -2.2% | +10.9% | +9.6% |
| 30D | +6.6% | -11.9% | +18.5% | +11.8% |
| 3M | -34.5% | +5.0% | -39.5% | -36.9% |
| 6M | -24.5% | +8.6% | -33.1% | -29.4% |
| YTD | +12.7% | +9.7% | +3.0% | +4.5% |
| 1Y | +94.8% | -6.3% | +101.1% | +98.5% |
| All | +22.1% | +60.5% | -38.4% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling