+136.3%
LBRT vs PSLV
+161.1%
-24.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | +10.2% | +3.3% | +6.9% | +9.5% |
| 30D | +4.9% | +2.1% | +2.7% | +4.3% |
| 3M | -21.2% | +7.1% | -28.4% | -22.5% |
| 6M | -19.9% | -21.6% | +1.6% | -17.2% |
| YTD | +20.8% | -6.7% | +27.5% | +13.4% |
| 1Y | +123.5% | +59.3% | +64.3% | +69.7% |
| 3Y | +30.9% | +182.1% | -151.2% | -22.9% |
| 5Y | +136.3% | +162.6% | -26.3% | +44.0% |
| All | +136.3% | +161.1% | -24.8% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling