-22.5%
LBRT vs PTC
+202.2%
-224.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | -29.1% | -0.2% | -28.9% | -29.1% |
| 30D | -38.4% | +0.8% | -39.1% | -38.5% |
| 3M | -40.1% | +32.1% | -72.2% | -48.5% |
| 6M | -62.9% | +42.6% | -105.5% | -70.0% |
| YTD | -34.5% | +12.0% | -46.5% | -40.9% |
| 1Y | -30.2% | +12.2% | -42.4% | -37.1% |
| 3Y | -37.5% | +31.2% | -68.7% | -49.7% |
| 5Y | +7.6% | +54.9% | -47.3% | -23.9% |
| All | -22.5% | +202.2% | -224.7% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling