+111.0%
PBF vs LBRT
-25.0%
+136.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.2% | +4.5% | -3.4% |
| 7D | -0.9% | -25.3% | +24.4% | +7.3% |
| 30D | -13.7% | -32.9% | +19.2% | -3.9% |
| 3M | +10.6% | -33.3% | +43.9% | +23.4% |
| 6M | +61.2% | -61.0% | +122.1% | +109.6% |
| YTD | +172.7% | -28.0% | +200.7% | +187.7% |
| 1Y | +111.0% | -21.5% | +132.5% | +114.0% |
| All | +111.0% | -25.0% | +136.0% | +114.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling