+34.6%
LBRT vs PSLV
+229.5%
-194.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.6% |
| 7D | +2.3% | -4.9% | +7.2% | +3.6% |
| 30D | -2.9% | -1.9% | -1.0% | -2.6% |
| 3M | -26.1% | +4.2% | -30.3% | -27.2% |
| 6M | -26.2% | -27.6% | +1.4% | -21.1% |
| YTD | +13.7% | -11.7% | +25.3% | +7.9% |
| 1Y | +93.6% | +49.3% | +44.2% | +47.2% |
| 3Y | +23.2% | +167.1% | -143.9% | -27.6% |
| 5Y | +125.5% | +151.7% | -26.2% | +33.1% |
| All | +34.6% | +229.5% | -194.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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