+33.5%
LBRT vs PTEN
-36.2%
+69.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +8.7% | +0.7% | +8.0% | +8.0% |
| 30D | +6.6% | +31.2% | -24.6% | -12.9% |
| 3M | -34.5% | +2.0% | -36.5% | -36.2% |
| 6M | -24.5% | +42.4% | -66.9% | -43.0% |
| YTD | +12.7% | +109.2% | -96.5% | -36.2% |
| 1Y | +94.8% | +122.3% | -27.5% | +4.2% |
| 3Y | +31.9% | -5.6% | +37.4% | +26.8% |
| 5Y | +111.8% | +86.5% | +25.3% | +18.7% |
| All | +33.5% | -36.2% | +69.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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