+33.5%
LBRT vs PSKY
-76.7%
+110.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +6.6% | +24.0% | -17.4% | +0.6% |
| 3M | -34.5% | +2.2% | -36.6% | -34.9% |
| 6M | -24.5% | -9.0% | -15.5% | -23.8% |
| YTD | +12.7% | -18.1% | +30.9% | +15.8% |
| 1Y | +94.8% | -25.1% | +119.9% | +101.8% |
| 3Y | +31.9% | -16.3% | +48.2% | +19.8% |
| 5Y | +111.8% | -70.4% | +182.2% | +160.4% |
| All | +33.5% | -76.7% | +110.2% | +9.3% |
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