+33.5%
LBRT vs PTC
+118.5%
-85.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +4.3% |
| 7D | +8.7% | -10.3% | +19.0% | +14.0% |
| 30D | +6.6% | +1.1% | +5.5% | +5.3% |
| 3M | -34.5% | +1.6% | -36.1% | -36.5% |
| 6M | -24.5% | -13.5% | -11.0% | -21.4% |
| YTD | +12.7% | -19.1% | +31.8% | +20.2% |
| 1Y | +94.8% | -33.9% | +128.7% | +131.1% |
| 3Y | +31.9% | -3.9% | +35.8% | +24.1% |
| 5Y | +111.8% | +6.0% | +105.8% | +82.0% |
| All | +33.5% | +118.5% | -85.0% | -42.1% |
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