-15.3%
LBRT vs PTC
+203.7%
-219.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +9.2% | +0.5% | +8.7% | +9.0% |
| 30D | -27.5% | +1.2% | -28.7% | -27.8% |
| 3M | -37.9% | +27.4% | -65.3% | -45.6% |
| 6M | -60.7% | +39.2% | -99.9% | -67.7% |
| YTD | -28.5% | +12.5% | -41.0% | -35.6% |
| 1Y | -13.2% | +12.3% | -25.5% | -21.8% |
| 3Y | -28.8% | +28.8% | -57.6% | -42.0% |
| 5Y | +28.0% | +60.9% | -32.9% | -11.4% |
| All | -15.3% | +203.7% | -219.0% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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