+143.3%
PBF vs LBRT
-16.4%
+159.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.1% |
| 7D | -4.0% | -1.9% | -2.1% | -3.5% |
| 30D | -18.0% | -32.0% | +14.0% | -2.4% |
| 3M | +0.9% | -39.7% | +40.6% | +26.7% |
| 6M | +65.7% | -61.1% | +126.8% | +150.8% |
| YTD | +161.9% | -29.4% | +191.2% | +185.0% |
| 1Y | +77.8% | -24.5% | +102.3% | +85.6% |
| 3Y | +74.9% | -28.1% | +103.0% | +67.6% |
| 5Y | +423.4% | +23.9% | +399.5% | +262.4% |
| All | +143.3% | -16.4% | +159.7% | +37.4% |
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