+260.8%
PAAS vs LBRT
+33.5%
+227.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -2.9% | +8.3% | -11.1% | -3.9% |
| 30D | +6.8% | +6.1% | +0.7% | +5.9% |
| 3M | -2.9% | -34.8% | +31.9% | +1.7% |
| 6M | -16.4% | -24.8% | +8.4% | -14.6% |
| YTD | 0.0% | +12.2% | -12.2% | -3.3% |
| 1Y | +54.3% | +94.0% | -39.7% | +37.0% |
| 3Y | +230.7% | +31.3% | +199.4% | +202.5% |
| 5Y | +111.6% | +111.8% | -0.2% | +78.0% |
| All | +260.8% | +33.5% | +227.3% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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