-16.4%
LBRT vs PTC
+203.9%
-220.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -32.0% | +0.9% | -32.9% | -32.2% |
| 3M | -39.7% | +30.4% | -70.1% | -47.8% |
| 6M | -61.1% | +34.4% | -95.5% | -67.4% |
| YTD | -29.4% | +12.6% | -42.0% | -36.4% |
| 1Y | -24.5% | +10.2% | -34.7% | -31.2% |
| 3Y | -28.1% | +29.4% | -57.5% | -41.6% |
| 5Y | +23.9% | +63.7% | -39.9% | -15.1% |
| All | -16.4% | +203.9% | -220.3% | -69.3% |
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