+22.0%
PAYX vs LBRT
+117.3%
-95.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.8% |
| 7D | -7.9% | +2.3% | -10.2% | -8.1% |
| 30D | -5.0% | -2.9% | -2.1% | -5.0% |
| 3M | +15.1% | -26.1% | +41.2% | +17.2% |
| 6M | +23.9% | -26.2% | +50.1% | +25.6% |
| YTD | +6.2% | +13.7% | -7.5% | +2.7% |
| 1Y | -9.6% | +93.6% | -103.2% | -18.6% |
| 3Y | +5.8% | +23.2% | -17.4% | -2.6% |
| 5Y | +22.0% | +125.5% | -103.6% | +9.2% |
| All | +22.0% | +117.3% | -95.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling