+47.8%
LBRT vs PSKY
-78.6%
+126.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.3% |
| 7D | -12.6% | -24.6% | +11.9% | -8.2% |
| 30D | -15.0% | -36.1% | +21.1% | -7.9% |
| 3M | -50.4% | -34.6% | -15.8% | -44.7% |
| 6M | -40.2% | -40.5% | +0.3% | -32.7% |
| YTD | -9.1% | -47.7% | +38.6% | +3.4% |
| 1Y | +41.2% | -58.4% | +99.5% | +65.7% |
| 3Y | -8.0% | -40.7% | +32.7% | -3.3% |
| All | +47.8% | -78.6% | +126.5% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling