+129.2%
PAYX vs LBRT
-15.3%
+144.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -1.2% | +9.2% | -10.4% | -2.0% |
| 30D | +7.8% | -27.5% | +35.4% | +10.4% |
| 3M | -6.8% | -37.9% | +31.1% | -3.5% |
| 6M | +31.3% | -60.7% | +92.0% | +41.3% |
| YTD | +7.7% | -28.5% | +36.2% | +7.8% |
| 1Y | +8.1% | -13.2% | +21.3% | +5.6% |
| 3Y | +12.2% | -28.8% | +41.0% | +8.4% |
| 5Y | +8.9% | +28.0% | -19.0% | -4.2% |
| All | +129.2% | -15.3% | +144.5% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling