-16.2%
LBRT vs PTC
+203.5%
-219.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +7.9% |
| 7D | -11.9% | +0.8% | -12.7% | -12.2% |
| 30D | -31.9% | +0.7% | -32.7% | -32.1% |
| 3M | -34.9% | +32.6% | -67.5% | -44.1% |
| 6M | -60.7% | +33.6% | -94.2% | -67.0% |
| YTD | -29.2% | +12.4% | -41.6% | -36.2% |
| 1Y | -23.6% | +11.2% | -34.8% | -30.8% |
| 3Y | -26.8% | +31.7% | -58.5% | -41.2% |
| 5Y | +16.3% | +60.1% | -43.7% | -19.2% |
| All | -16.2% | +203.5% | -219.7% | -69.2% |
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