+7.6%
LBRT vs PSKY
-85.1%
+92.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.5% |
| 7D | -12.6% | -24.6% | +11.9% | -7.2% |
| 30D | -15.0% | -36.1% | +21.1% | -6.3% |
| 3M | +4.2% | -54.8% | +59.0% | +17.4% |
| 6M | +4.2% | -54.8% | +59.0% | +17.4% |
| YTD | +4.2% | -54.8% | +59.0% | +17.4% |
| 1Y | +41.2% | -58.4% | +99.5% | +62.4% |
| 3Y | -8.0% | -40.7% | +32.7% | -14.6% |
| 5Y | +16.5% | -80.0% | +96.5% | +47.7% |
| All | +7.6% | -85.1% | +92.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling