+185.2%
PAAS vs LBRT
-26.4%
+211.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.7% | +11.5% | -0.6% |
| 7D | -0.4% | -34.8% | +34.4% | +4.4% |
| 30D | -11.6% | -43.6% | +32.0% | -5.8% |
| 3M | -15.6% | -41.2% | +25.6% | -10.6% |
| 6M | -19.1% | -66.1% | +46.9% | -9.0% |
| YTD | -20.9% | -37.9% | +16.9% | -18.4% |
| 1Y | +21.3% | -33.9% | +55.2% | +24.0% |
| 3Y | +177.4% | -40.9% | +218.2% | +178.9% |
| 5Y | +71.3% | +2.1% | +69.2% | +57.1% |
| All | +185.2% | -26.4% | +211.6% | +110.1% |
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