+22.1%
LBRT vs PTC
-3.9%
+26.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.8% |
| 7D | +8.7% | -10.3% | +19.0% | +11.2% |
| 30D | +6.6% | +1.1% | +5.5% | +5.9% |
| 3M | -34.5% | +1.6% | -36.1% | -34.6% |
| 6M | -24.5% | -13.5% | -11.0% | -20.3% |
| YTD | +12.7% | -19.1% | +31.8% | +22.0% |
| 1Y | +94.8% | -33.9% | +128.7% | +133.2% |
| All | +22.1% | -3.9% | +26.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling