+7.6%
LBRT vs PSKY
-85.1%
+92.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +1.0% |
| 7D | -12.6% | -24.6% | +11.9% | -5.2% |
| 30D | -15.0% | -36.1% | +21.1% | -3.0% |
| 3M | -7.8% | -38.5% | +30.7% | +3.8% |
| 6M | -7.8% | -38.5% | +30.7% | +3.8% |
| YTD | -7.8% | -38.5% | +30.7% | +3.8% |
| 1Y | -7.8% | -38.5% | +30.7% | +3.8% |
| 3Y | -8.0% | -40.7% | +32.7% | +3.6% |
| 5Y | +16.5% | -80.0% | +96.5% | +79.0% |
| All | +7.6% | -85.1% | +92.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling