+23.9%
LBRT vs PTC
+62.1%
-38.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -32.0% | +0.9% | -32.9% | -32.2% |
| 3M | -39.7% | +30.4% | -70.1% | -44.1% |
| 6M | -61.1% | +34.4% | -95.5% | -64.4% |
| YTD | -29.4% | +12.6% | -42.0% | -31.3% |
| 1Y | -24.5% | +10.2% | -34.7% | -25.8% |
| 3Y | -28.1% | +29.4% | -57.5% | -36.0% |
| 5Y | +23.9% | +63.7% | -39.9% | -0.9% |
| All | +23.9% | +62.1% | -38.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling