+26.6%
LBRT vs PTC
+62.5%
-35.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +13.8% | +0.8% | +13.0% | +13.6% |
| 30D | -32.4% | +1.2% | -33.6% | -32.6% |
| 3M | -39.9% | +32.6% | -72.5% | -44.6% |
| 6M | -60.8% | +36.1% | -96.9% | -64.3% |
| YTD | -29.3% | +12.7% | -41.9% | -31.3% |
| 1Y | -18.9% | +10.2% | -29.0% | -20.3% |
| 3Y | -28.0% | +29.4% | -57.4% | -35.9% |
| 5Y | +26.6% | +61.1% | -34.5% | +2.8% |
| All | +26.6% | +62.5% | -35.9% | +2.8% |
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